CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8688	2.72
$α$	0.2206	5.41
$β$	0.5887	10.09
$γ_{1}$	-1.0013	-0.95
$γ_{2}$	1.4510	0.98
$γ_{3}$	0.2786	0.33
$γ_{4}$	-3.8622	-3.00
$γ_{5}$	6.2722	3.35
$γ_{6}$	-7.0534	-3.83

V-Lab

Blue Solutions Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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