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
$ω$	1.0169	2.04
$α$	0.2107	6.13
$β$	0.6790	21.29
$γ_{1}$	-0.2608	-1.30
$γ_{2}$	0.3013	1.13
$γ_{3}$	-0.0279	-0.27
$γ_{4}$	0.0503	0.74
$γ_{5}$	-0.1578	-2.55
$γ_{6}$	0.2129	3.19
$γ_{7}$	-0.1758	-3.29

V-Lab

IGE + XAO Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IGE + XAO Analyses