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
$ω$	0.0296	2.65
$α$	0.0530	18.54
$β$	0.9564	491.74
$γ$	-0.3249	-0.88

V-Lab

Fonciere Massena AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fonciere Massena Analyses