CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0453	9.80
$α$	0.1000	10.72
$β$	0.8754	83.60
$γ_{1}$	0.0002	1.29

V-Lab

Klepierre Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Klepierre Analyses