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
$ω$	0.7579	3.26
$α$	0.2633	3.27
$β$	0.6004	7.78
$γ_{1}$	-0.0296	-0.21
$γ_{2}$	0.0801	0.41
$γ_{3}$	-0.3509	-2.31
$γ_{4}$	0.5317	3.50
$γ_{5}$	-0.2755	-1.69
$γ_{6}$	0.0351	0.22
$γ_{7}$	0.1240	0.97
$γ_{8}$	-0.1996	-2.05

V-Lab

Amsc Asa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Amsc Asa Analyses