CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.3292	10.76
$α$	0.2478	12.07
$β$	0.6906	41.67
$γ$	0.0559	1.09

V-Lab

Invuo Technologies AB GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invuo Technologies AB Analyses