FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0096	6.89
$α$	0.1667	21.65
$β$	0.8497	165.54
$γ$	0.2556	10.63

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Invesco Select Trust Plc- UK AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Select Trust Plc- UK Analyses