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
$m$	26
$α$	0.1639	0.29
$β$	0.0000	0.00
$γ$	-0.1639	-0.30
$λ_{1}$	0.0332	0.23
$λ_{2}$	1.0000	0.22
$λ_{3}$	0.0000	0.00

V-Lab

Ox2 Ab MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ox2 Ab Analyses