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
$ω$	0.8239	2.86
$α$	0.1320	4.90
$β$	0.7760	17.93
$γ_{1}$	1.9090	3.23
$γ_{2}$	-1.4984	-1.78
$γ_{3}$	-2.2111	-3.29
$γ_{4}$	2.9203	3.85
$γ_{5}$	-0.9745	-1.32
$γ_{6}$	-1.2192	-1.15

V-Lab

SRH NV Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SRH NV Analyses