CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5972	16.84
$α$	0.1254	19.21
$β$	0.7499	61.44
$γ$	0.1849	1.67

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Digital Magics Spa AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Digital Magics Spa Analyses