CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0000	3.86
$α$	0.0691	13.87
$β$	0.9215	179.81
$γ$	0.2805	3.72
$δ$	1.4827	14.65

V-Lab

Industrial & Financial Systems Asy. Power MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Industrial & Financial Systems Analyses