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
$ω$	1.0385	2.21
$α$	0.1444	3.69
$β$	0.8435	16.49
$γ_{1}$	-1.3070	-1.56
$γ_{2}$	2.9809	2.53
$γ_{3}$	-3.0477	-5.75
$γ_{4}$	2.0066	4.83
$γ_{5}$	-0.7921	-1.52
$γ_{6}$	0.1486	0.30
$γ_{7}$	0.0827	0.14
$γ_{8}$	-0.4327	-0.54
$γ_{9}$	1.1489	1.37
$γ_{10}$	-3.0593	-3.86

V-Lab

Gaussin Sa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gaussin Sa Analyses