CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0972	11.26
$α$	0.0635	34.33
$β$	0.9242	447.55
$γ$	0.1228	1.74

V-Lab

Saras S.p.A. AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saras S.p.A. Analyses