CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8887	7.48
$α$	0.0901	5.46
$β$	0.8749	37.42
$γ_{1}$	-0.0040	-0.53
$γ_{2}$	0.0032	0.33

V-Lab

SIX Volatility Index Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SIX Volatility Index Analyses