FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$m$	81
$α$	0.1048	19.26
$β$	0.6396	26.78
$γ$	0.0648	7.89
$λ_{1}$	0.1767	0.53
$λ_{2}$	0.1611	0.54
$λ_{3}$	0.7713	1.79

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WM Morrison Supermarkets Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WM Morrison Supermarkets Ltd Analyses