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
$ω$	0.2945	23.80
$α$	0.3552	39.09
$β$	0.8598	140.81
$γ$	-0.0031	-0.45

V-Lab

PCAS EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PCAS Analyses