CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3460	6.17
$α$	0.1921	6.10
$β$	0.6295	11.42
$γ_{1}$	-0.1259	-2.43
$γ_{2}$	0.2505	3.12
$γ_{3}$	-0.1943	-3.39
$γ_{4}$	0.0972	1.34
$γ_{5}$	-0.0550	-0.64
$γ_{6}$	0.0923	1.16
$γ_{7}$	-0.1819	-2.04
$γ_{8}$	0.3328	2.50

V-Lab

Dedalus France SACA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dedalus France SACA Analyses