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
$ω$	1.5929	2.25
$α$	0.3312	5.04
$β$	0.5874	14.62
$γ_{1}$	0.0742	3.22
$γ_{2}$	-0.0771	-2.32
$γ_{3}$	-0.0496	-1.95
$γ_{4}$	0.0869	4.03

V-Lab

CIC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIC Analyses