CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	-0.0023	-0.12
$α$	0.1884	4.93
$β$	0.7747	12.49
$γ$	0.0905	2.02

V-Lab

Kaleon SpA EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kaleon SpA Analyses