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
$ω$	1.2771	4.06
$α$	0.1148	4.33
$β$	0.8108	16.07
$γ_{1}$	0.1079	0.14
$γ_{2}$	-1.2821	-1.06
$γ_{3}$	2.7743	3.17
$γ_{4}$	-2.5003	-3.09
$γ_{5}$	0.8583	1.12
$γ_{6}$	0.3275	0.64

V-Lab

CFAO SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CFAO SA Analyses