CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.1276	4.60
$α$	0.2529	2.82
$β$	0.2823	1.85
$γ_{1}$	1.9990	0.79
$γ_{2}$	1.2675	0.31
$γ_{3}$	-8.4285	-2.64
$γ_{4}$	8.9951	2.92
$γ_{5}$	-3.6300	-0.86
$γ_{6}$	-2.5135	-0.47
$γ_{7}$	7.1369	1.05
$γ_{8}$	-30.4838	-2.21

V-Lab

Everfuel A S Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Everfuel A S Analyses