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
$ω$	0.4679	4.68
$α$	0.2277	5.00
$β$	0.4225	5.85
$γ_{1}$	-1.0418	-3.59
$γ_{2}$	1.5273	3.73
$γ_{3}$	-0.8481	-2.44
$γ_{4}$	0.9525	2.57
$γ_{5}$	-1.3635	-4.54
$γ_{6}$	1.2390	5.15
$γ_{7}$	-0.5905	-2.87
$γ_{8}$	0.2418	0.91
$γ_{9}$	-0.3762	-0.84

V-Lab

Endomines AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Endomines AB Analyses