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
$ω$	0.9172	2.81
$α$	0.1528	8.26
$β$	0.8074	26.25
$γ_{1}$	-0.0823	-0.44
$γ_{2}$	0.0565	0.18
$γ_{3}$	0.2728	1.01
$γ_{4}$	-0.5125	-2.33
$γ_{5}$	0.3474	2.07
$γ_{6}$	-0.0804	-0.51
$γ_{7}$	-0.1059	-0.66
$γ_{8}$	0.3306	2.02
$γ_{9}$	-0.4644	-3.03
$γ_{10}$	0.3501	3.62

V-Lab

Intervest SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Intervest SA Analyses