CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	5.5701	0.34
$α$	0.1493	55.77
$β$	0.9990	345.08
$ν$	2.0000	1,919.39

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Capelli GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

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Parameter Estimates

Other Capelli Analyses