CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8911	13.82
$α$	0.0886	20.58
$β$	0.8787	148.63

V-Lab

SIX Volatility Index GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SIX Volatility Index Analyses