CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	16.6306	8.50
$α$	0.1374	24.83
$β$	0.9107	87.19
$ν$	2.8603	23.43

V-Lab

Dedalus France SACA GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

Other Dedalus France SACA Analyses