CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.3058	11.53
$α$	0.1837	27.55
$β$	0.7465	82.43
$γ$	0.0215	1.31
$δ$	1.5676	19.11

V-Lab

ECA Asy. Power MEM Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ECA Analyses