CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0563	3.10
$α$	0.1266	2.65
$β$	0.6795	5.39
$γ_{1}$	0.2375	0.06
$γ_{2}$	-2.9262	-0.51
$γ_{3}$	5.0512	1.37
$γ_{4}$	-6.1782	-1.93
$γ_{5}$	10.5262	3.04
$γ_{6}$	-10.0801	-3.23

V-Lab

Creaspac Ab Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Creaspac Ab Analyses