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
$ω$	0.8347	6.45
$α$	0.1259	4.95
$β$	0.8295	23.11
$γ_{1}$	-0.0118	-1.81

V-Lab

illimity Bank S.p.A. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other illimity Bank S.p.A. Analyses