FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	276.4690	18.93
$α$	0.0578	135.34
$β$	0.9988	14,475.90
$ν$	2.0001	20,000,810.00

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Sole Realisation Co Plc GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

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