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
$ω$	1.0394	2.18
$α$	0.0000	0.00
$β$	0.0000	0.00
$γ_{1}$	6.4206	0.47
$γ_{2}$	1.8988	0.10
$γ_{3}$	-27.9686	-2.88
$γ_{4}$	43.6179	4.56
$γ_{5}$	-49.2871	-4.12
$γ_{6}$	47.5688	3.58
$γ_{7}$	-27.9646	-1.64
$γ_{8}$	-13.5716	-0.47

V-Lab

Suse S.A. Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Suse S.A. Analyses