CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3751	2.81
$α$	0.0915	9.64
$β$	0.8964	60.10
$γ_{1}$	0.0314	0.15
$γ_{2}$	-0.2398	-0.79
$γ_{3}$	0.4638	2.03
$γ_{4}$	-0.4946	-2.57
$γ_{5}$	0.4656	2.64
$γ_{6}$	-0.4383	-2.38
$γ_{7}$	0.4316	2.28
$γ_{8}$	-0.3352	-1.78
$γ_{9}$	-0.1550	-0.86
$γ_{10}$	0.5492	4.39

V-Lab

AURES Technologies SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AURES Technologies SA Analyses