CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	41
$α$	0.0919	9.46
$β$	0.6716	31.88
$γ$	0.1836	7.29
$λ_{1}$	3.6581	0.46
$λ_{2}$	0.6528	0.45
$λ_{3}$	0.0000	0.00

V-Lab

Molecular Medicine SPA MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Molecular Medicine SPA Analyses