CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2068	7.84
$α$	0.0858	5.43
$β$	0.7747	18.92
$γ_{1}$	-0.0093	-0.40
$γ_{2}$	0.0240	0.64
$γ_{3}$	-0.0209	-0.63
$γ_{4}$	-0.0185	-0.58
$γ_{5}$	0.0792	2.45
$γ_{6}$	-0.0941	-2.46
$γ_{7}$	0.0572	1.13

V-Lab

Tivoly Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tivoly Analyses