FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.8787	5.64
$α$	0.0854	15.29
$β$	0.8579	80.39
$γ$	1.6849	3.87

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Caledonian Trust PLC AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caledonian Trust PLC Analyses