CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.9069	1.09
$α$	0.9833	23.29
$β$	0.0000	0.00
$γ_{1}$	-51.9462	-2.37
$γ_{2}$	73.6398	2.50
$γ_{3}$	-41.7909	-2.51
$γ_{4}$	48.5372	2.15
$γ_{5}$	-54.5318	-1.75
$γ_{6}$	41.1609	1.41
$γ_{7}$	-42.9984	-1.81
$γ_{8}$	65.7847	2.54

V-Lab

Transcom Worldwide AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Transcom Worldwide AB Analyses