CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	8.2299	4.72
$α$	0.0954	58.12
$β$	0.9878	381.69
$ν$	3.2996	37.60

V-Lab

Mittel S.p.A GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

Other Mittel S.p.A Analyses