CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0332	17.69
$α$	0.0585	17.53
$β$	0.9281	469.68
$γ$	0.0139	2.14

V-Lab

Tire Company Debica S A GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tire Company Debica S A Analyses