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
$ω$	0.7557	4.34
$α$	0.2391	6.96
$β$	0.6108	10.95
$γ_{1}$	-0.1633	-0.94
$γ_{2}$	0.2016	0.79
$γ_{3}$	-0.1267	-0.81
$γ_{4}$	0.1233	0.89
$γ_{5}$	-0.0025	-0.02
$γ_{6}$	-0.0867	-0.47
$γ_{7}$	-0.0003	-0.00
$γ_{8}$	0.0730	0.33
$γ_{9}$	0.1901	0.87
$γ_{10}$	-0.3430	-2.20

V-Lab

Eurosic Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eurosic Analyses