CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2375	4.08
$α$	0.1290	5.38
$β$	0.8001	23.27
$γ_{1}$	0.2422	1.92
$γ_{2}$	-0.6176	-3.22
$γ_{3}$	0.7063	4.02
$γ_{4}$	-0.5712	-2.52
$γ_{5}$	0.4426	1.74
$γ_{6}$	-0.2433	-0.76
$γ_{7}$	-0.4350	-0.74

V-Lab

Arcam AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arcam AB Analyses