CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.7956	9.80
$α$	0.0931	42.74
$β$	0.9826	508.58
$ν$	7.1531	7.78

V-Lab

Vienna Stock Exchange Austrian Traded Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Vienna Stock Exchange Austrian Traded Index Analyses