CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	3.2063	3.99
$α$	0.0809	11.17
$β$	0.9546	94.92
$ν$	3.6950	5.04

V-Lab

Unipol Assicurazioni SpA GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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