CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0256	34.29
$α$	0.1792	38.37
$β$	0.7539	268.58
$γ$	0.1056	14.12

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PSI 20 Portuguese Stock Index Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PSI 20 Portuguese Stock Index Analyses