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
$ω$	1.0182	4.12
$α$	0.0581	7.45
$β$	0.9276	81.56
$γ_{1}$	0.0568	0.88
$γ_{2}$	0.0223	0.21
$γ_{3}$	-0.1824	-1.87
$γ_{4}$	0.1230	1.14
$γ_{5}$	0.0667	0.68
$γ_{6}$	-0.1861	-2.26
$γ_{7}$	0.1393	1.46
$γ_{8}$	-0.0470	-0.55

V-Lab

Independent News & Media PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Independent News & Media PLC Analyses