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
$ω$	72.5052	0.21
$α$	0.6116	0.73
$β$	0.3881	0.46
$γ_{1}$	0.7635	3.01
$γ_{2}$	-1.0034	-2.33
$γ_{3}$	0.1930	0.66
$γ_{4}$	0.1052	0.48
$γ_{5}$	-0.0149	-0.07
$γ_{6}$	-0.0443	-0.17
$γ_{7}$	0.0484	0.08
$γ_{8}$	-32.0819	-0.22
$γ_{9}$	106.5605	0.28
$γ_{10}$	-221.4750	-0.98

V-Lab

Capelli Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capelli Analyses