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
$ω$	0.6443	2.25
$α$	0.0706	6.09
$β$	0.9039	65.84
$γ_{1}$	-0.0425	-0.53
$γ_{2}$	0.0570	0.50
$γ_{3}$	-0.0614	-0.92
$γ_{4}$	0.1145	2.07
$γ_{5}$	-0.0967	-2.75
$γ_{6}$	0.0269	1.36

V-Lab

Pgs Asa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgs Asa Analyses