CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2927	9.47
$α$	0.2806	11.78
$β$	0.7194	39.25
$γ$	0.1464	2.56
$δ$	1.2136	12.83

V-Lab

Officiis Properties SA APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Officiis Properties SA Analyses