EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0011	9.71
$α$	0.1698	16.56
$β$	0.8302	105.98

V-Lab

Jelsa D D GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jelsa D D Analyses