CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	153.7928	6.04
$α$	0.1199	106.82
$β$	0.9944	1,160.36
$ν$	2.2009	564.19

V-Lab

Andersen & Martini A/S GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other Andersen & Martini A/S Analyses