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
$ω$	1.1516	3.70
$α$	0.4589	6.85
$β$	0.5401	8.50
$γ_{1}$	-29.4018	-0.71
$γ_{2}$	37.3548	0.82
$γ_{3}$	-15.8226	-0.94
$γ_{4}$	25.7659	1.70
$γ_{5}$	-41.3046	-2.10
$γ_{6}$	36.1863	1.64
$γ_{7}$	-11.1752	-0.41
$γ_{8}$	-52.0556	-0.45
$γ_{9}$	65.8749	0.25
$γ_{10}$	15.2415	0.06

V-Lab

Theravet Sa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Theravet Sa Analyses