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
$ω$	0.8330	4.26
$α$	0.1697	5.46
$β$	0.6143	11.34
$γ_{1}$	0.1203	0.66
$γ_{2}$	-0.2790	-1.17
$γ_{3}$	0.2629	1.29
$γ_{4}$	-0.1516	-0.75
$γ_{5}$	-0.0142	-0.06
$γ_{6}$	0.2029	0.78
$γ_{7}$	-0.2213	-0.93
$γ_{8}$	0.2674	1.35
$γ_{9}$	-0.6507	-3.56
$γ_{10}$	0.7489	5.07

V-Lab

Clasquin Group Spa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clasquin Group Spa Analyses