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
$ω$	1.0608	4.45
$α$	0.0555	6.55
$β$	0.9286	79.14
$γ_{1}$	0.1019	2.54
$γ_{2}$	-0.1224	-1.90
$γ_{3}$	-0.0176	-0.37
$γ_{4}$	0.1257	2.66
$γ_{5}$	-0.1861	-3.87
$γ_{6}$	0.1984	3.14

V-Lab

Independent News & Media PLC 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