CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0000	10.98
$α$	0.2153	18.99
$β$	0.6289	41.89
$γ$	-0.0736	-4.01
$δ$	1.9447	23.61

V-Lab

Greenthesis SPA APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Greenthesis SPA Analyses