CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0688	13.32
$α$	0.0899	19.32
$β$	0.9101	219.56
$γ$	0.3187	7.57
$δ$	0.9647	25.55

V-Lab

Capelli APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capelli Analyses