FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0475	2.48
$α$	0.0542	10.71
$β$	0.9881	221.64
$γ$	-0.0541	-6.94

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PCF Group PLC EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PCF Group PLC Analyses