CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.8193	28.15
$α$	0.2265	32.12
$β$	0.6053	80.04
$γ$	0.4777	9.03

V-Lab

Tod's SpA AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tod's SpA Analyses