CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0183	7.87
$α$	0.4167	8.58
$β$	0.5248	22.31
$γ$	-0.0612	-0.74

V-Lab

Kaleon SpA Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kaleon SpA Analyses