CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.7698	8.74
$α$	0.0871	34.96
$β$	0.9852	533.70
$ν$	8.0984	5.84

V-Lab

IBEX 35 Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other IBEX 35 Index Analyses