FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8898	14.63
$α$	0.1474	6.21
$β$	0.6713	15.21
$γ_{1}$	0.0121	2.92
$γ_{2}$	-0.0225	-3.59
$γ_{3}$	0.0140	4.25

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FTSE 100 Implied Volatility Index 30 Days Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE 100 Implied Volatility Index 30 Days Analyses