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
$ω$	0.6937	3.64
$α$	0.0639	7.41
$β$	0.9082	78.77
$γ_{1}$	-0.0637	-1.42
$γ_{2}$	0.1515	2.49
$γ_{3}$	-0.2015	-5.98
$γ_{4}$	0.2304	7.29
$γ_{5}$	-0.1979	-4.88
$γ_{6}$	0.0885	2.35
$γ_{7}$	0.0162	0.52
$γ_{8}$	-0.0322	-1.35

V-Lab

CRH PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CRH PLC Analyses