CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1945	7.63
$α$	0.1285	5.29
$β$	0.7561	16.79
$γ_{1}$	0.0041	0.63

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Digital Magics Spa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Digital Magics Spa Analyses