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
$m$	31
$α$	0.3922	21.85
$β$	0.4360	21.49
$γ$	-0.1015	-3.51
$λ_{1}$	0.7070	1.55
$λ_{2}$	0.1473	1.71
$λ_{3}$	0.8069	6.48

V-Lab

A.S. Roma S.P.A. MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other A.S. Roma S.P.A. Analyses