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
$ω$	0.9649	3.59
$α$	0.0954	5.00
$β$	0.8852	33.88
$γ_{1}$	0.2993	1.18
$γ_{2}$	-0.6221	-1.52
$γ_{3}$	0.9462	2.18

V-Lab

Serneke Group Ab Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Serneke Group Ab Analyses