CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.2918	3.63
$α$	0.1921	2.17
$β$	0.5866	6.58
$γ$	-0.1674	-1.70

V-Lab

Kaleon SpA GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kaleon SpA Analyses