CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1822	6.52
$α$	0.0856	8.35
$β$	0.8604	50.84
$γ_{1}$	-0.1584	-5.38
$γ_{2}$	0.2476	5.49
$γ_{3}$	-0.1292	-3.84
$γ_{4}$	0.0694	2.17
$γ_{5}$	-0.0089	-0.27
$γ_{6}$	-0.0456	-1.61

V-Lab

IAR Systems Group AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IAR Systems Group AB Analyses