FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5668	7.64
$α$	0.1377	11.08
$β$	0.8005	62.38
$γ$	-0.1563	-6.50
$δ$	2.0496	18.45

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Ideagen Ltd Asy. Power MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ideagen Ltd Analyses