DAX Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2158	8.53
$α$	0.0881	6.69
$β$	0.8622	90.63
$γ$	0.0993	3.44

V-Lab

home24 SE Asy. MEM Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other home24 SE Analyses