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
$ω$	0.3390	1.73
$α$	0.1957	4.86
$β$	0.4739	5.86
$γ_{1}$	-2.7818	-1.71
$γ_{2}$	3.9833	1.70
$γ_{3}$	-1.8781	-1.10
$γ_{4}$	0.6824	0.47
$γ_{5}$	0.6412	0.74
$γ_{6}$	-1.3240	-2.36
$γ_{7}$	1.0720	1.89
$γ_{8}$	-0.8472	-1.57
$γ_{9}$	0.9380	1.81
$γ_{10}$	-0.6944	-1.64

V-Lab

Andersen & Martini A/S Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Andersen & Martini A/S Analyses