DAX Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	4.3562	17.51
$α$	0.3859	7.43
$β$	0.2479	9.74
$γ$	-0.0852	-1.08

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Pcas GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pcas Analyses