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
$ω$	0.1308	8.88
$α$	0.0806	15.12
$β$	0.8818	226.92
$γ$	0.0752	3.56

V-Lab

ITS Group SAS GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ITS Group SAS Analyses