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
$ω$	0.0000	0.00
$α$	0.4322	216,123.50
$β$	0.5528	276,400.50
$γ$	0.0299	14,952.50

V-Lab

Capelli GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capelli Analyses