CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2963	9.83
$α$	0.1494	18.28
$β$	0.7840	68.62
$γ$	0.1173	4.12
$δ$	1.6117	18.84

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ECA APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ECA Analyses