CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	39.9046	8.00
$α$	0.0864	19.89
$β$	0.9578	178.76
$ν$	4.8914	5.91

V-Lab

AEX Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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