FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0155	4.41
$α$	0.1358	27.14
$β$	0.9722	659.60
$γ$	-0.0890	-18.19

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Perpetual Income and Growth Investment Trust PLC EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Perpetual Income and Growth Investment Trust PLC Analyses