CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8822	4.70
$α$	0.1273	4.32
$β$	0.7015	13.64
$γ_{1}$	-0.1079	-0.53
$γ_{2}$	0.2344	0.76
$γ_{3}$	-0.3325	-1.44
$γ_{4}$	0.4602	1.97
$γ_{5}$	-0.3002	-1.11
$γ_{6}$	-0.1415	-0.44
$γ_{7}$	0.3716	1.22
$γ_{8}$	-0.2243	-0.81
$γ_{9}$	0.0106	0.06

V-Lab

ECA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ECA Analyses