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
$ω$	0.6130	3.29
$α$	0.1567	5.27
$β$	0.7610	18.05
$γ_{1}$	-0.9583	-1.36
$γ_{2}$	0.0451	0.04
$γ_{3}$	2.4561	3.18
$γ_{4}$	-2.4610	-3.60
$γ_{5}$	0.8217	1.03
$γ_{6}$	0.3922	0.47
$γ_{7}$	-0.3871	-0.54
$γ_{8}$	-0.3428	-0.56
$γ_{9}$	0.9266	2.46

V-Lab

Egetaepper A/S Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Egetaepper A/S Analyses