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
$ω$	0.8376	1.48
$α$	0.2331	5.50
$β$	0.5915	10.39
$γ_{1}$	-2.3540	-0.60
$γ_{2}$	3.2525	0.62
$γ_{3}$	-1.7742	-0.58
$γ_{4}$	3.4876	0.73
$γ_{5}$	-5.0920	-0.73
$γ_{6}$	-0.8901	-0.13
$γ_{7}$	8.7361	1.85
$γ_{8}$	-9.1668	-3.31
$γ_{9}$	6.0675	4.33

V-Lab

Blue Solutions Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Blue Solutions Analyses