CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	-0.0018	-0.81
$α$	0.0517	37.55
$β$	0.9488	718.23
$γ$	0.5182	14.99

V-Lab

Havas SA AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Havas SA Analyses