CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3147	5.29
$α$	0.2867	7.37
$β$	0.5506	11.06
$γ_{1}$	0.0682	2.16
$γ_{2}$	-0.0298	-0.58
$γ_{3}$	-0.0857	-1.73
$γ_{4}$	-0.0215	-0.36
$γ_{5}$	0.3154	2.55

V-Lab

CIC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIC Analyses