FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	5.6593	9.17
$α$	0.1711	12.55
$β$	0.7374	38.08
$γ$	0.2109	0.38

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On-Line Blockchain PLC AGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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