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
$ω$	65.7268	4.07
$α$	0.7048	160.22
$β$	0.2945	66.62
$γ_{1}$	0.1046	0.96
$γ_{2}$	-0.0752	-0.41
$γ_{3}$	-0.0679	-0.63
$γ_{4}$	0.0781	1.31
$γ_{5}$	-0.0205	-0.37
$γ_{6}$	-0.0662	-1.47
$γ_{7}$	0.1025	2.28
$γ_{8}$	-0.0827	-0.97
$γ_{9}$	-10.1671	-37.79
$γ_{10}$	41.9407	38.68

V-Lab

Rallye SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rallye SA Analyses