FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.4049	15.20
$α$	0.2070	12.42
$β$	0.6236	36.73
$γ$	0.5617	3.54

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PCF Group PLC AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PCF Group PLC Analyses