CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5322	11.88
$α$	0.1095	5.78
$β$	0.2821	11.62
$γ$	-0.6651	-3.74

V-Lab

Kaleon SpA AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kaleon SpA Analyses