CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0303	8.00
$α$	0.0000	0.00
$β$	0.9722	324.18
$γ$	0.0389	7.43

V-Lab

Christian Dior SE GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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