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
$ω$	1.5245	4.49
$α$	0.1357	5.49
$β$	0.6340	10.45
$γ_{1}$	-0.0008	-0.01
$γ_{2}$	0.2727	1.42
$γ_{3}$	-0.5372	-3.90
$γ_{4}$	0.3863	2.60
$γ_{5}$	-0.1034	-0.75
$γ_{6}$	-0.1626	-1.18
$γ_{7}$	0.2617	2.04
$γ_{8}$	-0.1491	-1.36
$γ_{9}$	0.0292	0.22

V-Lab

Carasent Asa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Carasent Asa Analyses