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
$ω$	0.7217	5.45
$α$	0.1018	6.29
$β$	0.7479	16.45
$γ_{1}$	0.0431	0.34
$γ_{2}$	-0.2215	-1.10
$γ_{3}$	0.3288	2.62
$γ_{4}$	-0.2513	-3.10
$γ_{5}$	0.1886	2.53
$γ_{6}$	-0.1255	-2.01
$γ_{7}$	-0.0531	-0.83
$γ_{8}$	0.2666	2.19
$γ_{9}$	-0.2605	-0.81

V-Lab

Fimalac Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fimalac Analyses