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
$ω$	2.5394	6.81
$α$	0.1931	7.97
$β$	0.6872	14.94
$γ_{1}$	0.2425	6.78
$γ_{2}$	-0.3638	-6.58
$γ_{3}$	0.1814	3.77
$γ_{4}$	-0.0615	-0.93
$γ_{5}$	-0.0066	-0.10

V-Lab

Henex Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Henex Analyses