CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	2.0071	12.12
$α$	0.1374	9.19
$β$	0.6668	33.58
$γ$	0.0148	0.67

V-Lab

NHOA GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NHOA Analyses