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
$ω$	1.1981	3.30
$α$	0.1769	3.77
$β$	0.3505	2.83
$γ_{1}$	-0.4739	-0.74
$γ_{2}$	1.1228	1.26
$γ_{3}$	-0.7562	-1.16
$γ_{4}$	-0.1772	-0.29
$γ_{5}$	0.6648	1.27
$γ_{6}$	-0.3477	-0.39

V-Lab

Sportamore AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sportamore AB Analyses