EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0013	8.19
$α$	0.3130	21.41
$β$	0.7398	102.29
$γ$	0.0385	5.14

V-Lab

Jelsa D D AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jelsa D D Analyses