CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0502	13.38
$α$	0.1724	5.13
$β$	0.3077	9.81
$γ$	0.4007	3.21

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Ideami S.p.A. GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ideami S.p.A. Analyses