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
$ω$	1.0834	3.38
$α$	0.0590	4.92
$β$	0.9273	46.58
$γ_{1}$	-0.0001	-0.00
$γ_{2}$	-0.1071	-0.56
$γ_{3}$	0.2591	1.94
$γ_{4}$	-0.2760	-2.40
$γ_{5}$	0.1334	1.13
$γ_{6}$	0.0942	0.82
$γ_{7}$	-0.5831	-3.05

V-Lab

April SAS/France Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other April SAS/France Analyses