CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.5578	7.54
$α$	0.0914	40.01
$β$	0.9890	623.56
$ν$	8.2929	6.70

V-Lab

AEX-Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other AEX-Index Analyses