CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0125	4.36
$α$	0.1290	29.26
$β$	0.9993	1,229.14
$γ$	0.0315	5.89

V-Lab

Victoria Park AB EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Victoria Park AB Analyses