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
$ω$	40.9629	3.12
$α$	0.8861	127.17
$β$	0.1125	16.37
$γ_{1}$	19.8909	1.48
$γ_{2}$	-23.8225	-1.20
$γ_{3}$	5.7752	0.47
$γ_{4}$	-7.0597	-0.76
$γ_{5}$	11.0590	1.25
$γ_{6}$	-8.6749	-0.95
$γ_{7}$	8.4408	0.75
$γ_{8}$	-7.4977	-0.43
$γ_{9}$	11.1659	0.31
$γ_{10}$	-1,372.3560	-21.62

V-Lab

Circa Group As Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Circa Group As Analyses