DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1527	12.55
$α$	0.1667	35.75
$β$	0.8176	223.64

V-Lab

New Work SE MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Work SE Analyses