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
$ω$	0.0594	18.59
$α$	0.1753	33.84
$β$	0.9855	1,035.14
$γ$	-0.0137	-2.90

V-Lab

Cast SA EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cast SA Analyses