CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0290	8.74
$α$	0.0386	16.47
$β$	0.9614	679.91
$γ$	0.1827	6.71
$δ$	1.9168	20.35

V-Lab

Valtech SE APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Valtech SE Analyses