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
$m$	41
$α$	0.2004	14.13
$β$	0.6086	23.59
$γ$	-0.0568	-3.46
$λ_{1}$	0.2991	0.83
$λ_{2}$	0.0239	1.10
$λ_{3}$	0.9550	20.16

V-Lab

Dedalus France SACA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dedalus France SACA Analyses