CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8374	2.00
$α$	0.0405	7.39
$β$	0.9590	173.92
$γ_{1}$	-0.0261	-0.81
$γ_{2}$	0.0299	0.86

V-Lab

Valtech SE Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Valtech SE Analyses