CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1732	1.56
$α$	0.2591	3.50
$β$	0.6860	12.29
$γ_{1}$	11.0185	0.59
$γ_{2}$	-21.0486	-0.73
$γ_{3}$	7.1364	0.36
$γ_{4}$	12.1782	0.62
$γ_{5}$	-17.8285	-0.77
$γ_{6}$	15.4769	0.92
$γ_{7}$	-5.5077	-0.57
$γ_{8}$	-37.1851	-2.71
$γ_{9}$	118.3501	6.91
$γ_{10}$	-248.1425	-6.98

V-Lab

Exclusive Networks Corporate SAS Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Exclusive Networks Corporate SAS Analyses