FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5718	10.53
$α$	0.2802	16.03
$β$	0.5813	42.92

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Petershill Partners PLC MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Petershill Partners PLC Analyses