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
$ω$	2.6704	1.03
$α$	0.9796	17.86
$β$	0.0000	0.00
$γ_{1}$	-51.2037	-2.31
$γ_{2}$	72.5401	2.43
$γ_{3}$	-41.1746	-2.45
$γ_{4}$	47.9643	2.12
$γ_{5}$	-53.5578	-1.72
$γ_{6}$	38.6818	1.34
$γ_{7}$	-33.9468	-1.57
$γ_{8}$	38.3267	2.91

V-Lab

Transcom Worldwide AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Transcom Worldwide AB Analyses