CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0015	0.63
$α$	0.0644	13.77
$β$	0.9457	508.72
$γ$	-0.0202	-2.99

V-Lab

Victoria Park AB GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Victoria Park AB Analyses