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
$m$	96
$α$	0.0012	0.25
$β$	0.9460	97.64
$γ$	0.0682	13.47
$λ_{1}$	2.1636	0.03
$λ_{2}$	0.0568	0.03
$λ_{3}$	0.6042	0.04

V-Lab

Concentric AB MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Concentric AB Analyses