FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1726	21.32
$β$	0.4359	22.52
$γ$	0.0310	1.75
$λ_{1}$	0.0209	0.52
$λ_{2}$	0.0067	1.08
$λ_{3}$	0.9902	82.96

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Vectura Group PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vectura Group PLC Analyses