CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0698	15.65
$α$	0.1307	4.12
$β$	0.8756	108.62
$γ$	-0.0125	-0.31

V-Lab

IGE + XAO GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IGE + XAO Analyses