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
$ω$	0.9837	2.52
$α$	0.0691	8.42
$β$	0.9287	103.73
$γ_{1}$	-0.1098	-1.58
$γ_{2}$	0.1612	1.90
$γ_{3}$	-0.1405	-3.86
$γ_{4}$	0.1557	5.17

V-Lab

April SAS/France Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other April SAS/France Analyses