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
$ω$	1.5217	3.43
$α$	0.3068	3.38
$β$	0.5962	12.60
$γ_{1}$	0.3277	0.18
$γ_{2}$	-1.2624	-0.36
$γ_{3}$	2.4598	0.83
$γ_{4}$	-2.8537	-1.38
$γ_{5}$	2.5917	1.37
$γ_{6}$	-9.4150	-3.70

V-Lab

Mr. Green & Co AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mr. Green & Co AB Analyses