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
$ω$	0.0237	12.85
$α$	0.0692	12.56
$β$	0.9316	396.92
$γ$	-0.0015	-0.16

V-Lab

Eurosic GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eurosic Analyses