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
$ω$	1.1022	2.80
$α$	0.1826	6.37
$β$	0.7163	20.48
$γ_{1}$	1.6439	2.60
$γ_{2}$	-2.1725	-2.39
$γ_{3}$	0.4920	0.81
$γ_{4}$	0.2062	0.34
$γ_{5}$	-0.5470	-0.89
$γ_{6}$	1.3258	2.00
$γ_{7}$	-2.0077	-2.89
$γ_{8}$	1.6633	3.08
$γ_{9}$	-1.1842	-1.87
$γ_{10}$	-0.3437	-0.26

V-Lab

IVS Group S.A. 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