CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2812	4.02
$α$	0.1735	3.32
$β$	0.4548	2.98
$γ_{1}$	3.0164	0.84
$γ_{2}$	-4.5167	-0.74
$γ_{3}$	1.6648	0.33
$γ_{4}$	-0.4888	-0.11
$γ_{5}$	0.8717	0.18
$γ_{6}$	-0.3827	-0.06
$γ_{7}$	4.2517	0.47
$γ_{8}$	-26.0570	-1.41

V-Lab

Ecit As Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ecit As Analyses