CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0186	7.45
$α$	0.1501	4.52
$β$	0.7441	35.70
$γ$	0.2117	5.05

V-Lab

Avvale SpA GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Avvale SpA Analyses