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
$ω$	7.0622	6.02
$α$	0.2287	19.10
$β$	0.7712	62.17
$γ_{1}$	-0.0638	-0.17
$γ_{2}$	0.0119	0.03
$γ_{3}$	0.0716	0.50
$γ_{4}$	-0.0915	-0.69
$γ_{5}$	0.1989	1.57
$γ_{6}$	-0.2604	-2.56
$γ_{7}$	0.2417	1.73
$γ_{8}$	-3.9909	-2.63
$γ_{9}$	13.9039	2.90
$γ_{10}$	-33.6880	-5.53

V-Lab

CNIM Group Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CNIM Group Analyses