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
$ω$	0.1381	34.14
$α$	0.3664	53.07
$β$	0.9225	377.46
$γ$	-0.0082	-1.24

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Rothschild & Co EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rothschild & Co Analyses