CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9179	4.18
$α$	0.1356	5.41
$β$	0.7052	9.23
$γ_{1}$	-1.1336	-1.18
$γ_{2}$	1.9357	1.15
$γ_{3}$	-1.7353	-1.03
$γ_{4}$	2.9603	1.89
$γ_{5}$	-5.1240	-3.45
$γ_{6}$	5.4649	3.25
$γ_{7}$	-3.4347	-2.26
$γ_{8}$	1.4267	1.22
$γ_{9}$	0.5062	0.41
$γ_{10}$	-5.1442	-2.92

V-Lab

Amplitude Surgical SAS Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Amplitude Surgical SAS Analyses