CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.3771	3.94
$α$	0.2270	2.23
$β$	0.6292	5.69
$ν$	4.5413	1.14

V-Lab

Kaleon SpA GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kaleon SpA Analyses