FTSE 100 Implied Volatility Index 30 Days

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	9.79***
α ARCH Response to squared shocks	0.1929	23.72***
β GARCH Volatility persistence	0.7801	78.41***
γ leverage Additional response to negative shocks	0.1321	7.12***
δ power Transformation power	1.4453	25.99***

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