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
$ω$	0.8675	6.48
$α$	0.1321	2.39
$β$	0.7197	8.42
$γ_{1}$	0.0181	0.32
$γ_{2}$	-0.0613	-0.71
$γ_{3}$	0.1451	2.46
$γ_{4}$	-0.2201	-3.89
$γ_{5}$	0.1641	3.51

V-Lab

Arise AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arise AB Analyses