CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1845	9.07
$α$	0.1283	5.33
$β$	0.7562	16.88
$γ_{1}$	0.0032	1.71

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Digital Magics Spa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Digital Magics Spa Analyses