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
$ω$	2.2983	1.07
$α$	0.3379	4.66
$β$	0.6470	11.98
$γ_{1}$	-0.1800	-0.52
$γ_{2}$	0.3370	0.69
$γ_{3}$	-0.1862	-0.51
$γ_{4}$	-0.1681	-0.39
$γ_{5}$	0.3511	0.85
$γ_{6}$	-0.1332	-0.37
$γ_{7}$	-0.7690	-1.87

V-Lab

Direct Energie Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Direct Energie Analyses