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
$ω$	0.4760	4.72
$α$	0.2285	5.01
$β$	0.4151	5.76
$γ_{1}$	-1.0118	-3.50
$γ_{2}$	1.4801	3.62
$γ_{3}$	-0.8172	-2.35
$γ_{4}$	0.9256	2.50
$γ_{5}$	-1.3345	-4.44
$γ_{6}$	1.2000	4.99
$γ_{7}$	-0.5268	-2.65
$γ_{8}$	0.1171	0.56
$γ_{9}$	-0.0656	-0.40

V-Lab

Endomines AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Endomines AB Analyses