CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.1947	31.02
$α$	0.2551	39.40
$β$	0.6582	122.90
$γ$	-0.0734	-2.79

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TERREÏS AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TERREÏS Analyses