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
$ω$	0.7773	5.35
$α$	0.2412	6.83
$β$	0.5806	10.63
$γ_{1}$	-0.0801	-0.84
$γ_{2}$	0.0675	0.48
$γ_{3}$	-0.0213	-0.25
$γ_{4}$	0.0864	1.13
$γ_{5}$	-0.1116	-1.25
$γ_{6}$	0.0105	0.10
$γ_{7}$	0.1891	1.80
$γ_{8}$	-0.0586	-0.38

V-Lab

Eurosic Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eurosic Analyses