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
$m$	71
$α$	0.2966	26.70
$β$	0.3548	23.55
$γ$	-0.0269	-1.55
$λ_{1}$	1.3574	0.42
$λ_{2}$	0.8213	0.42
$λ_{3}$	0.0000	0.00

V-Lab

PCAS MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PCAS Analyses