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
$ω$	0.8216	2.94
$α$	0.1533	7.68
$β$	0.8007	22.03
$γ_{1}$	-0.1333	-1.46
$γ_{2}$	0.3024	2.41
$γ_{3}$	-0.3065	-3.97
$γ_{4}$	0.1845	2.50
$γ_{5}$	-0.1014	-1.57
$γ_{6}$	0.1823	2.61
$γ_{7}$	-0.4211	-4.23

V-Lab

Intervest SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Intervest SA Analyses