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
$ω$	0.2982	20.56
$α$	0.4122	33.62
$β$	0.8981	173.72
$γ$	-0.0611	-4.06

V-Lab

Penneo Aps EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Penneo Aps Analyses