CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.3790	1.36
$α$	0.3209	5.28
$β$	0.6658	13.60
$γ_{1}$	-0.1716	-0.49
$γ_{2}$	0.3208	0.65
$γ_{3}$	-0.1624	-0.43
$γ_{4}$	-0.2263	-0.51
$γ_{5}$	0.4999	1.20
$γ_{6}$	-0.5420	-1.74
$γ_{7}$	0.4729	2.53

V-Lab

Direct Energie Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Direct Energie Analyses