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
$ω$	1.2416	7.97
$α$	0.0853	5.42
$β$	0.7771	19.16
$γ_{1}$	-0.0028	-0.12
$γ_{2}$	0.0148	0.39
$γ_{3}$	-0.0173	-0.52
$γ_{4}$	-0.0189	-0.59
$γ_{5}$	0.0770	2.43
$γ_{6}$	-0.0890	-2.63
$γ_{7}$	0.0446	1.72

V-Lab

Tivoly Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tivoly Analyses