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
$ω$	38.0162	1.75
$α$	0.6287	6.04
$β$	0.3704	3.58
$γ_{1}$	0.6365	3.76
$γ_{2}$	-0.9149	-3.15
$γ_{3}$	0.3025	1.30
$γ_{4}$	0.0467	0.25
$γ_{5}$	-0.0889	-0.50
$γ_{6}$	0.0640	0.24
$γ_{7}$	-20.8285	-0.37
$γ_{8}$	50.2532	0.30
$γ_{9}$	-38.1552	-0.23

V-Lab

Capelli Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capelli Analyses