FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	9.8677	27.28
$α$	0.1645	15.98
$β$	0.1136	5.47
$γ$	-1.4413	-4.75

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John Lewis Of Hungerford PLC AGARCH Volatility Analysis

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