CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	5.6368	5.85
$α$	0.0714	9.90
$β$	0.9493	95.94
$ν$	4.5393	3.63

V-Lab

Concentric AB GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

Other Concentric AB Analyses