CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.4251	13.02
$α$	0.2194	7.58
$β$	0.6261	35.16
$γ$	-0.1185	-3.31

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Mr. Green & Co AB GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mr. Green & Co AB Analyses