FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.2305	15.02
$α$	0.2099	24.10
$β$	0.9492	245.65
$γ$	-0.0359	-3.04

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Proton Motor Power Systems PLC EGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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