CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1278	14.26
$α$	0.1176	14.84
$β$	0.8453	87.33
$γ$	-0.2622	-3.96
$δ$	0.6204	9.77

V-Lab

Mr. Green & Co AB APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mr. Green & Co AB Analyses