CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0000	5.67
$α$	0.2205	19.18
$β$	0.6355	38.55
$γ$	-0.0804	-3.62
$δ$	1.6154	10.72

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Bellini Nautica S P A Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bellini Nautica S P A Analyses