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
$ω$	0.7815	3.01
$α$	0.2933	2.92
$β$	0.5742	6.93
$γ_{1}$	-0.0387	-0.27
$γ_{2}$	0.0909	0.46
$γ_{3}$	-0.3537	-2.31
$γ_{4}$	0.5304	3.44
$γ_{5}$	-0.2572	-1.54
$γ_{6}$	-0.0243	-0.15
$γ_{7}$	0.2725	1.96
$γ_{8}$	-0.6561	-3.85

V-Lab

Amsc Asa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Amsc Asa Analyses