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
$ω$	0.9609	6.46
$α$	0.1859	5.43
$β$	0.6408	16.12
$γ_{1}$	0.2627	4.25
$γ_{2}$	-0.5409	-5.82
$γ_{3}$	0.4367	6.51
$γ_{4}$	-0.1746	-2.63
$γ_{5}$	-0.0570	-0.84
$γ_{6}$	0.1411	1.88
$γ_{7}$	-0.0791	-1.30

V-Lab

Meda AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Meda AB Analyses