CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0693	26.56
$α$	0.1372	20.47
$β$	0.8167	251.75
$γ$	0.0506	3.95

V-Lab

Tivoli A/S GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tivoli A/S Analyses