FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	15.0000	4.07
$α$	2.0000	9.07
$β$	0.0000	0.00
$γ$	2.2897	5.68

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Parsley Box Group Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Parsley Box Group Ltd Analyses