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
$ω$	5.6890	1.98
$α$	0.5217	5.17
$β$	0.4184	8.02
$γ_{1}$	28.7982	1.85
$γ_{2}$	-39.0870	-1.46
$γ_{3}$	14.0573	0.75
$γ_{4}$	-7.3702	-0.64
$γ_{5}$	6.6643	0.71
$γ_{6}$	1.1746	0.11
$γ_{7}$	-16.5911	-1.20
$γ_{8}$	49.4073	2.33
$γ_{9}$	-107.1392	-4.97
$γ_{10}$	108.1998	10.82

V-Lab

Circa Group As Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Circa Group As Analyses