FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.9548	9.04
$α$	0.1062	11.33
$β$	0.8731	89.46
$γ_{1}$	-0.0002	-0.39

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FTSE 100 Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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