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
$ω$	2.4518	6.96
$α$	0.2808	2.13
$β$	0.2983	3.00
$γ_{1}$	0.4711	3.68
$γ_{2}$	-0.6419	-3.32
$γ_{3}$	0.2826	2.11
$γ_{4}$	-0.3851	-1.96

V-Lab

DGC One AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DGC One AB Analyses