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
$ω$	1.2702	3.29
$α$	0.1337	2.65
$β$	0.7393	7.69
$γ_{1}$	-0.9157	-0.60
$γ_{2}$	1.6942	0.53
$γ_{3}$	-1.7427	-0.46
$γ_{4}$	1.5445	0.44
$γ_{5}$	-0.2037	-0.07
$γ_{6}$	-1.4029	-0.55
$γ_{7}$	2.7468	0.86
$γ_{8}$	-5.2184	-1.17
$γ_{9}$	5.8983	1.67

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Intertrust Nv Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Intertrust Nv Analyses