CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.1805	28.78
$α$	0.2338	31.07
$β$	0.6597	130.64
$γ$	0.0999	6.64

V-Lab

Klepierre Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Klepierre Analyses