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
$ω$	0.8599	2.84
$α$	0.1987	3.75
$β$	0.7217	16.87
$γ_{1}$	-0.8532	-0.64
$γ_{2}$	0.0085	0.00
$γ_{3}$	3.1846	2.12
$γ_{4}$	-4.4969	-2.64
$γ_{5}$	4.2665	2.45
$γ_{6}$	-7.6574	-4.37

V-Lab

Applegreen Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Applegreen Ltd Analyses