CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0275	31.24
$α$	0.2362	78.12
$β$	0.7577	256.94
$γ$	0.1377	27.61
$δ$	1.0994	25.90

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PSI 20 Portuguese Stock Index Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PSI 20 Portuguese Stock Index Analyses