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
$ω$	0.7932	12.78
$α$	0.1842	15.24
$β$	0.7172	51.09
$γ$	0.6577	4.29

V-Lab

Pierrel AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pierrel Analyses