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
$ω$	1.6448	5.95
$α$	0.2756	6.92
$β$	0.2762	4.29
$γ_{1}$	-0.1747	-1.04
$γ_{2}$	0.0511	0.20
$γ_{3}$	0.4591	2.88
$γ_{4}$	-0.5147	-3.87
$γ_{5}$	0.2195	1.77
$γ_{6}$	-0.0511	-0.41
$γ_{7}$	0.0680	0.49
$γ_{8}$	-0.1023	-0.82

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Comptel OYJ Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Comptel OYJ Analyses