CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.8048	7.61
$α$	0.1780	5.50
$β$	0.7384	29.81
$γ$	0.1672	3.29

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Stentys GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Stentys Analyses