CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0217	6.66
$α$	0.0504	12.67
$β$	0.9095	190.52
$γ$	0.0801	5.71

V-Lab

CFAO SA GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CFAO SA Analyses