CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1099	13.50
$α$	0.2191	18.28
$β$	0.9418	189.87
$γ$	0.0020	0.18

V-Lab

Treasure Asa EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Treasure Asa Analyses