CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0277	31.34
$α$	0.2371	78.44
$β$	0.7566	256.31
$γ$	0.1364	27.50
$δ$	1.1019	25.95

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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