CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.1679	3.67
$α$	0.0728	4.47
$β$	0.8960	34.23
$γ$	-0.0566	-3.50

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Karnov Group Ab (Publ) EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Karnov Group Ab (Publ) Analyses