CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.4740	5.91
$α$	0.1248	5.94
$β$	0.7343	18.87
$γ_{1}$	0.0066	0.09
$γ_{2}$	-0.0205	-0.19
$γ_{3}$	0.1654	2.37
$γ_{4}$	-0.3175	-4.69
$γ_{5}$	0.3450	4.44
$γ_{6}$	-0.3532	-3.76
$γ_{7}$	0.3221	2.40
$γ_{8}$	-0.2443	-0.71

V-Lab

Devoteam SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Devoteam SA Analyses