CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9145	3.43
$α$	0.3717	3.15
$β$	0.3566	3.57
$γ_{1}$	-0.2468	-0.36
$γ_{2}$	0.3717	0.37
$γ_{3}$	0.4238	0.79
$γ_{4}$	-1.4647	-2.79
$γ_{5}$	1.8606	2.74
$γ_{6}$	-1.7462	-3.03
$γ_{7}$	1.5894	2.73
$γ_{8}$	-1.0134	-0.80

V-Lab

Invuo Technologies AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invuo Technologies AB Analyses