CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.6422	5.95
$α$	0.0832	42.73
$β$	0.9926	769.47
$ν$	8.1426	6.62

V-Lab

FTSE MIB Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE MIB Index Analyses