CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0550	2.42
$α$	0.1153	2.43
$β$	0.5743	3.28
$γ_{1}$	3.3188	0.24
$γ_{2}$	-6.3921	-0.32
$γ_{3}$	-0.2698	-0.03
$γ_{4}$	10.0522	1.24
$γ_{5}$	-14.3033	-1.74
$γ_{6}$	12.2632	1.50
$γ_{7}$	-9.6889	-1.31
$γ_{8}$	23.7672	2.21
$γ_{9}$	-51.6530	-2.27

V-Lab

Creaspac Ab Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Creaspac Ab Analyses