FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$m$	96
$α$	0.1828	17.35
$β$	0.5928	54.48
$γ$	0.1023	6.07
$λ_{1}$	0.1178	0.29
$λ_{2}$	0.9818	0.28
$λ_{3}$	0.0000	0.00

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Henderson Diversified Income Trust PLC MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Henderson Diversified Income Trust PLC Analyses