CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9829	5.50
$α$	0.1819	5.10
$β$	0.6595	13.16
$γ_{1}$	0.0381	2.00
$γ_{2}$	-0.0465	-1.66
$γ_{3}$	0.0046	0.21
$γ_{4}$	0.0359	0.85

V-Lab

DeA Capital SpA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DeA Capital SpA Analyses