CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.3980	4.49
$α$	0.1611	19.92
$β$	0.8468	121.36
$γ$	1.0357	5.50

V-Lab

Gaussin Sa AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gaussin Sa Analyses