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
$ω$	0.3931	17.80
$α$	0.1405	20.03
$β$	0.7570	86.39
$γ$	0.5162	6.98

V-Lab

ECA AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ECA Analyses