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
$m$	41
$α$	0.0431	2.67
$β$	0.7842	116.93
$γ$	0.0892	3.34
$λ_{1}$	0.0004	0.11
$λ_{2}$	1.0000	26.65
$λ_{3}$	0.0000	0.04

V-Lab

Rallye SA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rallye SA Analyses