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
$ω$	1.1063	7.41
$α$	0.1526	7.04
$β$	0.6736	16.67
$γ_{1}$	-0.0472	-0.85
$γ_{2}$	-0.0036	-0.04
$γ_{3}$	0.1319	2.00
$γ_{4}$	-0.1994	-3.12
$γ_{5}$	0.2010	3.54
$γ_{6}$	-0.1061	-2.08
$γ_{7}$	0.0800	1.68
$γ_{8}$	-0.0266	-0.47
$γ_{9}$	-0.3908	-3.27

V-Lab

Esker SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Esker SA Analyses