CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4131	17.28
$α$	0.1948	31.74
$β$	0.7536	96.49
$γ$	0.0392	2.38
$δ$	1.5398	32.04

V-Lab

PCAS APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PCAS Analyses