CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1733	20.17
$β$	0.6086	53.28
$γ$	0.0658	5.64
$λ_{1}$	0.0254	2.02
$λ_{2}$	0.0167	2.52
$λ_{3}$	0.9765	106.53

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Union Financiere de France BQE SA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Union Financiere de France BQE SA Analyses