CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0000	5.92
$α$	0.1766	12.82
$β$	0.3268	2.86
$γ$	-0.3606	-3.20
$δ$	0.5000	8.87

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Projektengagemang APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Projektengagemang Analyses