CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1116	20.48
$α$	0.1977	26.63
$β$	0.7760	93.83
$γ$	-0.0530	-2.53
$δ$	1.2505	16.51

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TERREÏS APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TERREÏS Analyses