CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.4198	18.17
$α$	0.1111	9.69
$β$	0.7606	75.35
$γ$	0.0629	3.23

V-Lab

ECA GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ECA Analyses