CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0711	20.55
$α$	0.3393	32.17
$β$	0.9087	201.36
$γ$	0.0162	1.62

V-Lab

TERREÏS EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TERREÏS Analyses