FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	9.4377	19.34
$α$	0.4106	19.29
$β$	0.3413	35.28
$γ$	-0.4592	-1.36

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Innovaderma PLC AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Innovaderma PLC Analyses