CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4330	13.89
$α$	0.1833	17.47
$β$	0.7390	68.42
$γ$	-0.0100	-0.54

V-Lab

Karnov Group Ab (Publ) Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Karnov Group Ab (Publ) Analyses