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
$ω$	0.5348	3.16
$α$	0.1725	5.31
$β$	0.7092	14.67
$γ_{1}$	-1.2803	-2.50
$γ_{2}$	1.0349	1.34
$γ_{3}$	1.2504	2.34
$γ_{4}$	-2.1371	-4.72
$γ_{5}$	1.8435	4.32
$γ_{6}$	-1.2835	-2.89
$γ_{7}$	1.4602	2.91
$γ_{8}$	-4.0516	-6.09

V-Lab

Egetaepper A/S Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Egetaepper A/S Analyses