CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5939	3.81
$α$	0.2510	32.88
$β$	0.7490	100.08
$γ$	0.1484	12.05
$δ$	1.7175	12.64

V-Lab

Gaussin Sa Asy. Power MEM Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gaussin Sa Analyses