CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.6368	17.71
$α$	0.1125	15.33
$β$	0.6878	57.01
$γ$	0.1609	11.15

V-Lab

Tod's SpA GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tod's SpA Analyses