CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1646	11.47
$α$	0.0723	22.89
$β$	0.9181	200.28
$γ$	-0.9703	-22.24
$δ$	0.8126	21.82

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SIX Volatility Index APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SIX Volatility Index Analyses