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
$ω$	0.0671	7.42
$α$	0.2346	32.18
$β$	0.9818	312.17
$γ$	-0.0529	-7.33

V-Lab

Capelli EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capelli Analyses