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
$ω$	0.7082	5.37
$α$	0.1008	6.32
$β$	0.7518	16.85
$γ_{1}$	0.0282	0.22
$γ_{2}$	-0.1964	-0.96
$γ_{3}$	0.3092	2.43
$γ_{4}$	-0.2334	-2.86
$γ_{5}$	0.1742	2.34
$γ_{6}$	-0.1164	-1.87
$γ_{7}$	-0.0570	-0.95
$γ_{8}$	0.2678	3.12
$γ_{9}$	-0.2621	-3.19

V-Lab

Fimalac Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fimalac Analyses