CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.9982	4.38
$α$	0.1433	12.29
$β$	0.8550	92.62
$γ_{1}$	-0.5868	-0.36
$γ_{2}$	0.8912	0.50
$γ_{3}$	-0.3813	-1.02
$γ_{4}$	-0.0156	-0.06
$γ_{5}$	0.2795	0.97
$γ_{6}$	-0.3860	-1.01
$γ_{7}$	0.3673	1.01
$γ_{8}$	-0.2156	-0.58
$γ_{9}$	-1.6023	-3.36
$γ_{10}$	3.2697	9.27

V-Lab

AST Groupe SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AST Groupe SA Analyses