CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1808	6.35
$α$	0.0871	8.18
$β$	0.8602	50.71
$γ_{1}$	-0.1599	-5.34
$γ_{2}$	0.2491	5.44
$γ_{3}$	-0.1281	-3.76
$γ_{4}$	0.0639	2.00
$γ_{5}$	0.0064	0.19
$γ_{6}$	-0.0914	-1.21

V-Lab

IAR Systems Group AB 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