CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.3647	5.99
$α$	0.2662	3.12
$β$	0.5489	6.21
$γ_{1}$	0.0350	0.92

V-Lab

Ecit As Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ecit As Analyses