CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	780.4435	6.77
$α$	0.1036	102.55
$β$	0.9990	6,572.37
$ν$	2.0002	2,000,197.00

V-Lab

Christian Dior SE GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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