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
$m$	21
$α$	0.1537	20.64
$β$	0.4567	14.63
$γ$	-0.0165	-1.31
$λ_{1}$	0.5426	0.80
$λ_{2}$	0.1061	1.40
$λ_{3}$	0.8710	9.77

V-Lab

Pgs Asa MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgs Asa Analyses