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
$ω$	0.1788	18.86
$α$	0.1651	43.08
$β$	0.8091	175.85
$γ$	0.0293	3.06
$δ$	1.5107	28.60

V-Lab

Capelli Asy. Power MEM Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capelli Analyses