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
$ω$	0.6452	9.91
$α$	0.1867	6.35
$β$	0.5322	8.18
$γ_{1}$	-0.0553	-1.08
$γ_{2}$	0.1374	1.59
$γ_{3}$	-0.2543	-3.37
$γ_{4}$	0.3662	4.96
$γ_{5}$	-0.4170	-4.94
$γ_{6}$	0.3962	4.05
$γ_{7}$	-0.2697	-3.30
$γ_{8}$	0.1868	2.77
$γ_{9}$	-0.1282	-1.29
$γ_{10}$	0.0221	0.16

V-Lab

Doro AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Doro AB Analyses