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
$ω$	0.1390	23.48
$α$	0.2098	14.98
$β$	0.7339	101.00
$γ$	-0.0143	-0.70

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TERREÏS GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TERREÏS Analyses