FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0000	8.75
$α$	0.2170	24.09
$β$	0.6382	36.65
$γ$	0.0570	2.86
$δ$	1.2265	21.18

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Nexxen International Ltd Asy. Power MEM Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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