FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0977	5.30
$α$	0.0000	0.00
$β$	0.9857	427.65
$γ$	0.0285	4.83

V-Lab

ESR 2022 PLC GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ESR 2022 PLC Analyses