CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1360	8.69
$α$	0.6746	17.27
$β$	0.9447	191.79
$γ$	-0.1821	-7.01

V-Lab

Avvale SpA EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Avvale SpA Analyses