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
$ω$	-0.0019	-1.39
$α$	0.0964	14.50
$β$	0.9033	155.91
$γ$	-0.1954	-4.88

V-Lab

Creaspac Ab AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Creaspac Ab Analyses