FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3145	15.96
$α$	0.3287	19.69
$β$	0.8588	91.14
$γ$	0.0194	1.72

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Fd Technologies Ltd EGARCH Volatility Analysis

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News Impact Curve

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