CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0234	9.83
$α$	0.0872	25.28
$β$	0.9950	1,617.82
$γ$	-0.0104	-2.00

V-Lab

Valtech SE EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Valtech SE Analyses