FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.1616	9.60
$α$	0.1101	13.66
$β$	0.8654	77.31
$γ$	0.2343	6.86
$δ$	1.3747	13.65

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IQGEO Group Ltd Asy. Power MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IQGEO Group Ltd Analyses