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
$ω$	1.1125	8.95
$α$	0.0646	3.49
$β$	0.8457	23.29
$γ_{1}$	0.0140	1.89

V-Lab

Concentric AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Concentric AB Analyses