CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	2.6823	12.07
$α$	0.1684	10.43
$β$	0.6383	38.37
$γ$	0.0074	0.26

V-Lab

Andersen & Martini A/S GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Andersen & Martini A/S Analyses