CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8662	5.15
$α$	0.2649	5.85
$β$	0.5222	9.17
$γ_{1}$	0.0018	0.01
$γ_{2}$	0.1736	0.83
$γ_{3}$	-0.1378	-0.81
$γ_{4}$	-0.1965	-1.20
$γ_{5}$	0.2225	1.11
$γ_{6}$	-0.0113	-0.04
$γ_{7}$	-0.1828	-0.45
$γ_{8}$	0.4926	1.30
$γ_{9}$	-0.8450	-3.51
$γ_{10}$	1.1663	3.72

V-Lab

Coala-life Group AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Coala-life Group AB Analyses