FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.0000	10.00
$α$	0.1383	17.54
$β$	0.8617	600.51
$γ$	0.0000	0.00

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Secure Property Development & Investment PLC AGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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