FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0302	8.62
$α$	0.0656	8.62
$β$	0.9344	136.45
$γ$	0.4128	4.67
$δ$	0.5000	9.25

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TI Fluid Systems plc APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TI Fluid Systems plc Analyses