FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0218	21.52
$α$	0.0153	8.72
$β$	0.8942	497.59
$γ$	0.1372	27.02

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FTSE 100 Index GJR-GARCH Volatility Analysis

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