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
$ω$	2.3274	8.70
$α$	0.1880	4.79
$β$	0.6643	36.05
$γ$	-0.0368	-0.43

V-Lab

Penneo Aps GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Penneo Aps Analyses