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
$ω$	0.3463	3.44
$α$	0.0377	1.39
$β$	0.6956	2.82
$γ_{1}$	1.6857	0.29
$γ_{2}$	-4.5943	-0.56
$γ_{3}$	6.1669	1.01
$γ_{4}$	-7.0036	-1.00
$γ_{5}$	11.9763	2.29
$γ_{6}$	-19.3794	-3.18
$γ_{7}$	12.7614	1.95
$γ_{8}$	5.7215	1.00
$γ_{9}$	-12.4406	-1.80
$γ_{10}$	19.8386	1.04

V-Lab

Argeo AS Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Argeo AS Analyses