CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.6438	5.69
$α$	0.0849	39.47
$β$	0.9916	647.23
$ν$	7.2374	7.66

V-Lab

FTSE World Italy Large Cap Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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