FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3371	13.91
$α$	0.1638	17.25
$β$	0.8091	85.32
$γ$	-0.0764	-0.95

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Fd Technologies Ltd AGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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