CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.2975	4.57
$α$	0.1747	4.76
$β$	0.6557	11.66
$γ_{1}$	-0.3963	-0.89
$γ_{2}$	0.7111	1.09
$γ_{3}$	-0.4625	-1.19
$γ_{4}$	0.4764	1.29
$γ_{5}$	-0.8037	-2.04
$γ_{6}$	0.8613	1.96
$γ_{7}$	-0.9639	-2.08
$γ_{8}$	1.2317	2.83
$γ_{9}$	-0.9557	-2.21
$γ_{10}$	0.7301	0.96

V-Lab

Abliva AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abliva AB Analyses