CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6468	3.18
$α$	0.1950	1.99
$β$	0.2903	1.50
$γ_{1}$	-19.1551	-2.06
$γ_{2}$	30.1940	2.32
$γ_{3}$	-23.6181	-2.27
$γ_{4}$	23.3391	1.91
$γ_{5}$	-20.2580	-1.36
$γ_{6}$	16.1780	1.22
$γ_{7}$	-10.2688	-0.83
$γ_{8}$	21.1328	1.01
$γ_{9}$	-60.2647	-2.22
$γ_{10}$	68.6965	3.69

V-Lab

Intermonte Partners Sim Spa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Intermonte Partners Sim Spa Analyses