FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9859	19.45
$α$	0.1558	30.01
$β$	0.6719	63.65
$γ$	0.1994	2.28

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Numis Corporation Plc AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Numis Corporation Plc Analyses