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
$ω$	0.2324	13.84
$α$	0.0824	16.04
$β$	0.8624	167.92
$γ$	0.0593	6.42

V-Lab

IC Group A/S GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IC Group A/S Analyses