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
$ω$	1.2120	3.05
$α$	0.0000	0.00
$β$	0.8898	0.69
$γ_{1}$	-0.3846	-0.06
$γ_{2}$	1.5429	0.16
$γ_{3}$	-3.6963	-0.52
$γ_{4}$	-0.0402	-0.01
$γ_{5}$	11.6721	1.35
$γ_{6}$	-15.0428	-1.80
$γ_{7}$	5.8141	0.61
$γ_{8}$	2.2971	0.24
$γ_{9}$	6.8064	0.48
$γ_{10}$	-64.9706	-3.04

V-Lab

Capio AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capio AB Analyses