CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	4.1823	7.06
$α$	0.0603	18.20
$β$	0.9775	288.60
$ν$	6.0272	4.01

V-Lab

CaixaBank SA GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CaixaBank SA Analyses