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
$ω$	0.7533	1.79
$α$	0.0884	6.75
$β$	0.8878	46.06
$γ_{1}$	0.1786	1.22
$γ_{2}$	-0.3602	-1.87
$γ_{3}$	0.3350	3.19
$γ_{4}$	-0.2092	-2.23
$γ_{5}$	0.0444	0.45
$γ_{6}$	-0.0726	-0.48
$γ_{7}$	0.2440	0.91
$γ_{8}$	-0.2358	-0.89

V-Lab

Euro Disney SCA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Euro Disney SCA Analyses