CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	8.0225	3.35
$α$	0.0945	16.87
$β$	0.9411	54.60
$ν$	2.3579	25.17

V-Lab

ECA GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

Other ECA Analyses