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
$ω$	0.7366	3.88
$α$	0.1021	5.72
$β$	0.7992	24.47
$γ_{1}$	-0.3680	-3.75
$γ_{2}$	0.6362	4.71
$γ_{3}$	-0.3753	-4.64
$γ_{4}$	0.0462	0.71
$γ_{5}$	0.0959	1.65
$γ_{6}$	0.1134	0.61

V-Lab

Euler Hermes Group Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Euler Hermes Group Analyses