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
$ω$	2.1736	3.71
$α$	0.1649	3.92
$β$	0.7263	12.36
$γ_{1}$	0.0384	0.55
$γ_{2}$	-0.0758	-0.77
$γ_{3}$	0.1760	2.79
$γ_{4}$	-0.2435	-4.12
$γ_{5}$	0.1270	2.43
$γ_{6}$	-0.0346	-0.70
$γ_{7}$	-0.0143	-0.22

V-Lab

Cramo OYJ Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cramo OYJ Analyses