CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.6866	6.54
$α$	0.0642	34.06
$β$	0.9889	547.28
$ν$	6.6344	6.11

V-Lab

Luxembourg Stock Exchange LuxX Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Luxembourg Stock Exchange LuxX Index Analyses