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
$ω$	0.9386	5.33
$α$	0.1963	4.86
$β$	0.6238	16.60
$γ_{1}$	0.2870	2.25
$γ_{2}$	-0.4084	-2.16
$γ_{3}$	-0.0745	-0.60
$γ_{4}$	0.4329	3.60
$γ_{5}$	-0.2629	-1.87
$γ_{6}$	-0.0878	-0.46
$γ_{7}$	0.1205	0.53
$γ_{8}$	0.1945	0.98
$γ_{9}$	-0.8160	-3.99

V-Lab

Meda AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Meda AB Analyses