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
$ω$	1.8073	2.81
$α$	0.3897	4.61
$β$	0.4048	5.07
$γ_{1}$	0.2975	0.22
$γ_{2}$	-0.6692	-0.35
$γ_{3}$	0.8502	0.79
$γ_{4}$	-1.6272	-1.59
$γ_{5}$	2.1267	2.81

V-Lab

Victoria Park AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Victoria Park AB Analyses