FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.0000	8.16
$α$	0.1726	7.20
$β$	0.7641	41.18
$γ$	-0.0696	-1.66

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ESR 2022 PLC Asy. MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ESR 2022 PLC Analyses