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
$ω$	0.9395	6.77
$α$	0.0904	6.23
$β$	0.8913	52.11
$γ_{1}$	-0.0289	-3.55

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Melker Schorling AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Melker Schorling AB Analyses