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
$ω$	0.0198	12.32
$α$	0.0800	9.80
$β$	0.9920	1,535.53
$γ$	-0.0062	-1.93

V-Lab

Saras S.p.A. EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saras S.p.A. Analyses