FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	13,330.8400	6.07
$α$	0.1850	90.37
$β$	0.9900	611.47
$ν$	2.0018	40,852.22

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ESR 2022 PLC GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other ESR 2022 PLC Analyses