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
$ω$	0.0035	8.62
$α$	0.1951	8.91
$β$	0.8599	110.42
$γ$	-0.1099	-3.96

V-Lab

Creaspac Ab GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Creaspac Ab Analyses