CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0273	8.24
$α$	0.0000	0.00
$β$	0.9347	299.28
$γ$	0.1122	11.12

V-Lab

Ferrovial SE GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferrovial SE Analyses