CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0524	6.23
$α$	0.2927	8.60
$β$	0.7871	45.40
$γ$	0.1644	4.47

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Banco Espanol de Credito SA AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Banco Espanol de Credito SA Analyses