CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.3697	2.89
$α$	0.5414	2.45
$β$	0.2704	2.34
$γ_{1}$	-0.0179	-1.36
$γ_{2}$	0.0375	1.86
$γ_{3}$	-0.0200	-1.77

V-Lab

ITS Group SAS Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ITS Group SAS Analyses