CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.1828	3.53
$α$	0.0404	8.82
$β$	0.9769	159.49
$ν$	3.9164	3.74

V-Lab

Loreal Sa GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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