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
$ω$	2.6583	7.11
$α$	0.1985	8.77
$β$	0.6565	15.42
$γ_{1}$	0.3170	5.93
$γ_{2}$	-0.4044	-4.85
$γ_{3}$	0.0499	0.80
$γ_{4}$	0.1445	2.19
$γ_{5}$	-0.2302	-2.84
$γ_{6}$	0.3649	1.97

V-Lab

Henex Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Henex Analyses