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
$ω$	1.4693	3.41
$α$	0.2139	5.58
$β$	0.6478	17.42
$γ_{1}$	-0.0350	-0.21
$γ_{2}$	-0.1684	-0.92
$γ_{3}$	0.3473	1.53
$γ_{4}$	-0.1876	-0.86
$γ_{5}$	0.1196	0.72
$γ_{6}$	-0.0635	-0.48
$γ_{7}$	-0.0825	-0.61
$γ_{8}$	0.0398	0.29
$γ_{9}$	0.3468	2.79
$γ_{10}$	-0.8944	-5.02

V-Lab

IGE + XAO Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IGE + XAO Analyses