CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5831	27.18
$α$	0.1882	21.07
$β$	0.6673	87.82
$γ$	0.0405	2.48

V-Lab

VIEL & Cie SA GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other VIEL & Cie SA Analyses