CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.2601	7.80
$α$	0.1901	21.21
$β$	0.7381	65.59
$γ$	-0.0222	-1.31
$δ$	1.3089	10.24

V-Lab

Karnov Group Ab (Publ) Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Karnov Group Ab (Publ) Analyses