CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.1383	23.20
$α$	0.2028	28.62
$β$	0.7347	101.03

V-Lab

TERREÏS GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TERREÏS Analyses