CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1996	11.50
$α$	0.0469	12.26
$β$	0.9004	192.80
$γ$	0.0652	7.70

V-Lab

Proffice AB GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Proffice AB Analyses