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
$ω$	1.6266	7.58
$α$	0.0947	6.48
$β$	0.8573	33.25
$γ_{1}$	-0.0010	-0.23
$γ_{2}$	0.0131	1.29

V-Lab

Micropole Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Micropole Analyses