CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9024	2.86
$α$	0.0406	4.95
$β$	0.9454	64.11
$γ_{1}$	-0.0536	-0.19
$γ_{2}$	-0.2920	-0.65
$γ_{3}$	0.6923	2.06
$γ_{4}$	-0.4545	-1.61
$γ_{5}$	0.2691	0.82
$γ_{6}$	-0.5899	-1.36
$γ_{7}$	1.0750	1.65
$γ_{8}$	-1.7524	-1.86

V-Lab

Valtech SE Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Valtech SE Analyses