CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.2198	23.84
$α$	0.1073	18.59
$β$	0.7854	137.62
$γ$	0.0842	6.66

V-Lab

Industria Macchine Automatiche SpA GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Industria Macchine Automatiche SpA Analyses