CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1384	30.74
$α$	0.2149	42.40
$β$	0.7806	198.38
$γ$	-0.0272	-0.73

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Rothschild & Co AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rothschild & Co Analyses