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
$ω$	0.7771	2.24
$α$	0.1468	5.17
$β$	0.8113	24.66
$γ_{1}$	-0.3321	-0.15
$γ_{2}$	3.0319	0.75
$γ_{3}$	-6.6801	-1.74
$γ_{4}$	6.5436	2.17
$γ_{5}$	-3.4034	-1.72
$γ_{6}$	-0.0735	-0.04
$γ_{7}$	2.9575	1.47
$γ_{8}$	-6.3040	-3.20
$γ_{9}$	7.3022	5.21

V-Lab

Alkemy Spa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alkemy Spa Analyses