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
$ω$	1.0855	4.49
$α$	0.0000	0.00
$β$	0.8681	0.71
$γ_{1}$	-1.3253	-1.38
$γ_{2}$	1.8985	1.34
$γ_{3}$	-0.1873	-0.16
$γ_{4}$	-0.7063	-0.70

V-Lab

Capio AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capio AB Analyses