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
$ω$	1.7702	8.33
$α$	0.1875	8.15
$β$	0.7290	29.60
$γ_{1}$	0.0030	2.62

V-Lab

Groupe Open Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Groupe Open Analyses