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
$ω$	0.7250	0.00
$α$	0.2132	0.00
$β$	0.7868	0.00
$γ_{1}$	2.1362	0.00
$γ_{2}$	-3.6018	-0.00
$γ_{3}$	1.8645	0.02
$γ_{4}$	-0.5245	-0.02
$γ_{5}$	0.1086	0.01
$γ_{6}$	0.0598	0.04
$γ_{7}$	-0.0616	-0.01

V-Lab

Gaussin Sa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gaussin Sa Analyses