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
$ω$	5.9077	3.56
$α$	0.1779	12.31
$β$	0.8052	103.87
$γ_{1}$	0.1884	1.14
$γ_{2}$	-0.2161	-0.80
$γ_{3}$	0.0021	0.01
$γ_{4}$	0.0712	0.83
$γ_{5}$	-0.0348	-0.40
$γ_{6}$	-0.0293	-0.40
$γ_{7}$	0.0027	0.04
$γ_{8}$	0.1676	1.71
$γ_{9}$	-0.6722	-5.24
$γ_{10}$	0.9075	7.96

V-Lab

Rallye SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rallye SA Analyses