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
$ω$	1.1725	2.69
$α$	0.1817	6.87
$β$	0.7374	24.56
$γ_{1}$	1.6637	2.50
$γ_{2}$	-2.1793	-2.27
$γ_{3}$	0.4640	0.71
$γ_{4}$	0.2253	0.35
$γ_{5}$	-0.5716	-0.87
$γ_{6}$	1.4250	2.00
$γ_{7}$	-2.2330	-3.00
$γ_{8}$	2.0808	3.85
$γ_{9}$	-2.1057	-5.83
$γ_{10}$	2.0314	6.05

V-Lab

IVS Group S.A. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IVS Group S.A. Analyses