CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1547	7.74
$α$	0.0957	8.34
$β$	0.9524	165.15
$γ$	-0.0338	-3.18

V-Lab

Quantafuel Asa EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Quantafuel Asa Analyses