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
$ω$	2.0139	3.35
$α$	0.1343	5.28
$β$	0.7628	18.20
$γ_{1}$	0.0240	0.20
$γ_{2}$	0.0699	0.41
$γ_{3}$	-0.1012	-0.96
$γ_{4}$	-0.0252	-0.27
$γ_{5}$	0.1548	1.26
$γ_{6}$	-0.2766	-1.48
$γ_{7}$	0.3558	1.79
$γ_{8}$	-0.5011	-3.51
$γ_{9}$	0.5940	4.73

V-Lab

Alpha Mos Sa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alpha Mos Sa Analyses