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
$ω$	2.0670	3.23
$α$	0.1279	5.37
$β$	0.7906	20.78
$γ_{1}$	0.0293	0.23
$γ_{2}$	0.0607	0.34
$γ_{3}$	-0.0965	-0.84
$γ_{4}$	-0.0244	-0.24
$γ_{5}$	0.1516	1.14
$γ_{6}$	-0.2694	-1.33
$γ_{7}$	0.3334	1.56
$γ_{8}$	-0.4446	-3.09
$γ_{9}$	0.3867	4.69

V-Lab

Alpha Mos Sa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alpha Mos Sa Analyses