CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.6254	20.83
$α$	0.1715	17.61
$β$	0.7284	91.91
$γ$	0.0470	2.65

V-Lab

PCAS GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PCAS Analyses