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
$ω$	0.3353	1.69
$α$	0.1963	4.86
$β$	0.4754	5.95
$γ_{1}$	-2.8443	-1.73
$γ_{2}$	4.0831	1.73
$γ_{3}$	-1.9353	-1.14
$γ_{4}$	0.7062	0.49
$γ_{5}$	0.6478	0.75
$γ_{6}$	-1.3610	-2.42
$γ_{7}$	1.1512	2.01
$γ_{8}$	-1.0069	-1.75
$γ_{9}$	1.2976	1.94
$γ_{10}$	-1.7230	-1.80

V-Lab

Andersen & Martini A/S 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