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
$ω$	1.2222	5.34
$α$	0.2132	7.13
$β$	0.6374	14.29
$γ_{1}$	-0.0573	-1.57
$γ_{2}$	0.0564	1.03
$γ_{3}$	0.0187	0.43
$γ_{4}$	-0.0659	-1.54
$γ_{5}$	0.1234	3.35
$γ_{6}$	-0.1043	-4.35

V-Lab

Cast SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cast SA Analyses