CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0027	6.59
$α$	0.0378	9.08
$β$	0.9378	362.22
$γ$	0.0488	4.77

V-Lab

Alkemy Spa GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alkemy Spa Analyses