CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.7061	19.44
$α$	0.1255	42.32
$β$	0.8033	240.23
$γ$	-3.3268	-18.36

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SIX Volatility Index AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SIX Volatility Index Analyses