CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.3516	11.11
$β$	0.0275	2.42
$γ$	0.0759	1.14
$λ_{1}$	4.6037	0.71
$λ_{2}$	1.0000	1.13
$λ_{3}$	0.0000	0.00

V-Lab

Pixium Vision SA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pixium Vision SA Analyses