CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.5091	1.60
$α$	0.4583	1.65
$β$	0.5134	1.90
$γ_{1}$	-4.5725	-0.49
$γ_{2}$	11.3390	0.95
$γ_{3}$	-19.6310	-3.15
$γ_{4}$	21.4477	4.74

V-Lab

Avvale SpA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Avvale SpA Analyses