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
$ω$	1.7952	1.91
$α$	0.6272	2.03
$β$	0.1723	1.42
$γ_{1}$	-3.7296	-0.27
$γ_{2}$	9.9041	0.47
$γ_{3}$	-13.6498	-0.79
$γ_{4}$	28.6557	1.73
$γ_{5}$	-66.1072	-5.23
$γ_{6}$	89.5749	6.37
$γ_{7}$	-106.3084	-2.44

V-Lab

Avvale SpA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Avvale SpA Analyses