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
$ω$	1.3083	3.12
$α$	0.1404	2.55
$β$	0.7172	7.71
$γ_{1}$	-0.5353	-0.17
$γ_{2}$	0.9495	0.15
$γ_{3}$	-0.7900	-0.13
$γ_{4}$	0.1389	0.03
$γ_{5}$	0.8627	0.23
$γ_{6}$	-0.2585	-0.10
$γ_{7}$	-2.1667	-0.85
$γ_{8}$	5.1840	1.52
$γ_{9}$	-11.0822	-2.06
$γ_{10}$	19.7959	2.90

V-Lab

Intertrust Nv Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Intertrust Nv Analyses