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
$ω$	1.2325	9.63
$α$	0.0544	2.20
$β$	0.8633	15.61
$γ_{1}$	0.0326	2.82
$γ_{2}$	-0.0430	-2.74

V-Lab

Concentric AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Concentric AB Analyses