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
$ω$	0.9222	6.89
$α$	0.1951	9.02
$β$	0.5751	13.09
$γ_{1}$	-0.0105	-0.14
$γ_{2}$	0.1115	0.98
$γ_{3}$	-0.2755	-2.82
$γ_{4}$	0.2313	2.05
$γ_{5}$	-0.0073	-0.07
$γ_{6}$	-0.0094	-0.11
$γ_{7}$	-0.1589	-1.98
$γ_{8}$	0.1602	1.31
$γ_{9}$	-0.0196	-0.15
$γ_{10}$	-0.0870	-0.68

V-Lab

Affine SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Affine SA Analyses