CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.5393	7.70
$α$	0.0915	39.92
$β$	0.9888	624.22
$ν$	8.3180	6.70

V-Lab

AEX-Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other AEX-Index Analyses