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
$ω$	0.0771	10.04
$α$	0.0487	17.04
$β$	0.9353	453.36
$γ$	0.0321	4.84

V-Lab

Cast SA GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cast SA Analyses