FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0277	1.74
$α$	0.2018	15.32
$β$	0.8745	132.83
$γ$	0.3201	3.44

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Neurocrine Group Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Neurocrine Group Ltd Analyses