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
$ω$	0.3065	13.43
$α$	0.1126	12.71
$β$	0.8282	97.82
$γ$	0.0051	0.29

V-Lab

Treasure Asa GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Treasure Asa Analyses