FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.0000	13.81
$α$	0.1707	14.77
$β$	0.7908	106.55
$γ$	-0.1483	-9.78

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FTSE 100 Implied Volatility Index 30 Days GJR-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FTSE 100 Implied Volatility Index 30 Days Analyses