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
$ω$	0.9999	3.96
$α$	0.0472	2.46
$β$	0.8339	10.14
$γ_{1}$	-0.0346	-0.36
$γ_{2}$	0.1211	0.91
$γ_{3}$	-0.3254	-2.56

V-Lab

Crayon Group Holding Asa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Crayon Group Holding Asa Analyses