CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	11.7303	3.13
$α$	0.1491	60.53
$β$	0.9746	122.08
$ν$	2.1690	176.25

V-Lab

CIC GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

Other CIC Analyses