CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5260	2.31
$α$	0.1557	9.04
$β$	0.7683	31.46
$γ_{1}$	0.0855	0.79
$γ_{2}$	-0.2235	-1.60
$γ_{3}$	0.2469	3.40
$γ_{4}$	-0.0943	-1.49
$γ_{5}$	-0.1572	-2.65
$γ_{6}$	0.3089	4.60
$γ_{7}$	-0.4289	-4.35
$γ_{8}$	0.8615	3.99

V-Lab

Euro Disney SCA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Euro Disney SCA Analyses