CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0000	5.01
$α$	0.1623	18.20
$β$	0.7274	41.05
$γ$	0.0558	1.74
$δ$	1.4567	15.72

V-Lab

Andersen & Martini A/S APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Andersen & Martini A/S Analyses