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
$ω$	1.2330	5.77
$α$	0.2611	4.90
$β$	0.5629	14.27
$γ_{1}$	0.1122	1.95
$γ_{2}$	-0.1340	-1.48
$γ_{3}$	0.0026	0.04
$γ_{4}$	0.0509	0.86
$γ_{5}$	-0.0934	-1.27
$γ_{6}$	0.1019	1.26
$γ_{7}$	0.0420	0.54
$γ_{8}$	-0.6520	-5.59

V-Lab

Greenthesis SPA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Greenthesis SPA Analyses