FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5388	9.41
$α$	0.1827	12.72
$β$	0.8045	54.18
$γ$	-0.0851	-5.06

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Ideagen Ltd Asy. MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ideagen Ltd Analyses