CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.4476	7.21
$α$	0.1098	7.63
$β$	0.8753	126.58
$γ$	0.0024	0.09

V-Lab

McPhy Energy SA GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McPhy Energy SA Analyses