FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.8129	8.10
$α$	0.1351	5.33
$β$	0.7975	54.95
$γ$	-0.0855	-2.68

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Innovaderma PLC GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Innovaderma PLC Analyses