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
$ω$	1.7191	9.20
$α$	0.1866	8.16
$β$	0.7349	31.24
$γ_{1}$	0.0022	6.22

V-Lab

Groupe Open Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Groupe Open Analyses