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
$ω$	2.8774	3.06
$α$	0.1710	2.83
$β$	0.4532	2.87
$γ_{1}$	7.9009	3.92
$γ_{2}$	-10.3870	-3.68
$γ_{3}$	2.4454	1.56
$γ_{4}$	0.8851	0.64
$γ_{5}$	-1.4321	-0.83
$γ_{6}$	0.9087	0.53

V-Lab

Comal S.P.A Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Comal S.P.A Analyses