CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1328	0.00
$β$	0.5212	0.00
$γ$	0.0896	0.00
$λ_{1}$	0.0000	0.00
$λ_{2}$	1.0000	0.00
$λ_{3}$	0.0000	0.00

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Massimo Zanetti Beverage Group S.p.A. MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Massimo Zanetti Beverage Group S.p.A. Analyses