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
$ω$	0.7113	6.81
$α$	0.1794	8.44
$β$	0.6442	15.88
$γ_{1}$	-0.0722	-1.13
$γ_{2}$	0.1294	1.36
$γ_{3}$	-0.0620	-1.06
$γ_{4}$	-0.1272	-2.57
$γ_{5}$	0.2730	5.23
$γ_{6}$	-0.1983	-3.01
$γ_{7}$	0.0558	0.80
$γ_{8}$	0.0235	0.39
$γ_{9}$	0.0051	0.08
$γ_{10}$	-0.1718	-1.58

V-Lab

Manutan International Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Manutan International Analyses