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
$ω$	0.8902	1.48
$α$	0.2509	5.64
$β$	0.6590	11.93
$γ_{1}$	1.7123	0.74
$γ_{2}$	0.1974	0.07
$γ_{3}$	-5.4505	-3.84
$γ_{4}$	5.6117	4.23
$γ_{5}$	-4.0124	-3.42
$γ_{6}$	4.7730	2.37

V-Lab

Expedit A/S Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Expedit A/S Analyses