CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1405	6.88
$α$	0.1401	8.17
$β$	0.7328	22.75
$γ_{1}$	-0.0485	-0.66
$γ_{2}$	-0.0002	-0.00
$γ_{3}$	0.0952	1.24
$γ_{4}$	-0.0694	-1.01
$γ_{5}$	-0.0481	-0.71
$γ_{6}$	0.1975	2.49
$γ_{7}$	-0.2369	-2.85
$γ_{8}$	0.3035	4.08
$γ_{9}$	-0.3849	-6.16
$γ_{10}$	0.2586	5.93

V-Lab

Esker SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Esker SA Analyses