FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0879	19.04
$α$	0.2630	28.72
$β$	0.9045	210.55
$γ$	-0.1041	-10.97

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Fidelity Japan Trust PLC EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fidelity Japan Trust PLC Analyses