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
$m$	71
$α$	0.0151	8.08
$β$	0.9069	247.66
$γ$	0.0768	21.34
$λ_{1}$	0.0118	3.97
$λ_{2}$	0.0301	4.25
$λ_{3}$	0.9666	122.13

V-Lab

CRH PLC MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CRH PLC Analyses