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
$ω$	0.5902	2.39
$α$	0.2073	5.36
$β$	0.5920	9.39
$γ_{1}$	-0.6824	-2.82
$γ_{2}$	1.0178	3.17
$γ_{3}$	-0.4287	-3.06
$γ_{4}$	0.0879	0.73
$γ_{5}$	0.0512	0.41
$γ_{6}$	-0.0486	-0.32
$γ_{7}$	-0.0893	-0.33

V-Lab

Altur Investissement Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Altur Investissement Analyses