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
$ω$	0.8428	7.16
$α$	0.2460	2.05
$β$	0.1795	1.16
$γ_{1}$	-2.0470	-1.31
$γ_{2}$	1.8476	0.69
$γ_{3}$	-0.5394	-0.19
$γ_{4}$	5.1641	1.18
$γ_{5}$	-23.1449	-2.49

V-Lab

Intermonte Partners Sim Spa 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