CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0247	2.16
$α$	0.1365	1.61
$β$	0.5725	2.71
$γ_{1}$	-2.3029	-0.25

V-Lab

Kaleon SpA Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kaleon SpA Analyses