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
$ω$	1.4969	4.41
$α$	0.1356	5.49
$β$	0.6329	10.34
$γ_{1}$	-0.0029	-0.02
$γ_{2}$	0.2697	1.39
$γ_{3}$	-0.5257	-3.80
$γ_{4}$	0.3752	2.53
$γ_{5}$	-0.0960	-0.70
$γ_{6}$	-0.1660	-1.21
$γ_{7}$	0.2643	2.06
$γ_{8}$	-0.1578	-1.43
$γ_{9}$	0.0597	0.63

V-Lab

Carasent Asa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Carasent Asa Analyses