CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8342	7.34
$α$	0.1162	4.33
$β$	0.8196	22.25
$γ_{1}$	-0.0042	-1.46

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Treasure Asa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Treasure Asa Analyses