CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.6986	8.84
$α$	0.1280	42.38
$β$	0.9710	307.29
$ν$	4.0937	20.38

V-Lab

Tivoli A/S GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tivoli A/S Analyses