FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0334	9.69
$α$	0.1361	33.83
$β$	0.9865	956.83
$γ$	-0.0457	-12.24

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Vedanta Resources PLC EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vedanta Resources PLC Analyses