CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5815	27.09
$α$	0.1878	21.05
$β$	0.6678	87.96
$γ$	0.0417	2.55

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