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
$ω$	1.2387	6.40
$α$	0.2494	5.06
$β$	0.5557	12.48
$γ_{1}$	0.1429	1.65
$γ_{2}$	-0.1440	-0.98
$γ_{3}$	-0.0170	-0.11
$γ_{4}$	-0.0016	-0.01
$γ_{5}$	0.0575	0.37
$γ_{6}$	-0.0751	-0.52
$γ_{7}$	-0.0367	-0.25
$γ_{8}$	0.3198	2.30
$γ_{9}$	-0.5670	-4.02
$γ_{10}$	0.4824	5.13

V-Lab

Greenthesis SPA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Greenthesis SPA Analyses