FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.9801	10.21
$α$	0.1056	11.38
$β$	0.8743	90.37
$γ_{1}$	0.0000	0.16

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FTSE 100 Index Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE 100 Index Analyses