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
$ω$	2.3761	2.86
$α$	0.1707	2.81
$β$	0.4647	2.81
$γ_{1}$	4.9287	3.41
$γ_{2}$	-7.1031	-3.57
$γ_{3}$	2.8750	2.35
$γ_{4}$	-0.3178	-0.23
$γ_{5}$	-2.0184	-0.99

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Comal S.P.A 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