FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6812	10.72
$α$	0.3121	12.61
$β$	0.8422	55.72
$γ$	0.0066	0.25

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On-Line Blockchain PLC EGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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