CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6467	2.81
$α$	0.2528	4.72
$β$	0.6612	10.05
$γ_{1}$	1.1877	0.35
$γ_{2}$	-4.0607	-0.78
$γ_{3}$	6.6814	1.87
$γ_{4}$	-5.0311	-1.31
$γ_{5}$	-1.2332	-0.28
$γ_{6}$	7.4899	1.13
$γ_{7}$	-8.9689	-1.12
$γ_{8}$	7.3533	1.33
$γ_{9}$	-12.9188	-4.68
$γ_{10}$	16.3227	7.96

V-Lab

Europcar Mobility Group Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Europcar Mobility Group Analyses