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
$ω$	0.7459	5.29
$α$	0.0949	6.22
$β$	0.8838	49.08
$γ_{1}$	-0.1356	-2.55
$γ_{2}$	0.1427	1.77
$γ_{3}$	0.0172	0.40

V-Lab

Melker Schorling AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Melker Schorling AB Analyses