CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	3.3379	8.35
$α$	0.1492	3.68
$β$	0.1449	2.38
$γ$	0.3625	1.62

V-Lab

Reevo S.P.A. GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Reevo S.P.A. Analyses