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
$ω$	0.6829	3.63
$α$	0.0644	7.45
$β$	0.9066	77.78
$γ_{1}$	-0.0702	-1.58
$γ_{2}$	0.1629	2.70
$γ_{3}$	-0.2104	-6.33
$γ_{4}$	0.2372	7.64
$γ_{5}$	-0.2016	-5.03
$γ_{6}$	0.0869	2.29
$γ_{7}$	0.0281	0.77
$γ_{8}$	-0.0662	-1.16

V-Lab

CRH PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CRH PLC Analyses