CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.3333	13.78
$β$	0.3741	10.09
$γ$	-0.1321	-3.99
$λ_{1}$	7.2416	0.43
$λ_{2}$	0.6068	0.36
$λ_{3}$	0.0000	0.00

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Montagne & Neige Developpement SACA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Montagne & Neige Developpement SACA Analyses