CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.6951	6.50
$α$	0.0643	34.10
$β$	0.9890	547.91
$ν$	6.6236	6.14

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