CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1581	7.63
$α$	0.1378	7.37
$β$	0.7177	18.80
$γ_{1}$	-0.2399	-4.71
$γ_{2}$	0.2829	3.59
$γ_{3}$	0.0319	0.57
$γ_{4}$	-0.1636	-3.39
$γ_{5}$	0.1628	3.30
$γ_{6}$	-0.0910	-1.30
$γ_{7}$	0.1004	0.52

V-Lab

HIQ International AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other HIQ International AB Analyses