CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.3301	16.50
$α$	0.1232	13.56
$β$	0.7768	93.19
$γ$	0.0768	5.43

V-Lab

DeA Capital SpA GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DeA Capital SpA Analyses