CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8491	5.97
$α$	0.1157	4.33
$β$	0.8210	22.45
$γ_{1}$	-0.0018	-0.15

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Treasure Asa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Treasure Asa Analyses