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
$ω$	0.9430	6.13
$α$	0.0751	4.75
$β$	0.8695	32.43
$γ_{1}$	-0.0120	-0.35
$γ_{2}$	0.0121	0.23
$γ_{3}$	-0.0413	-1.05
$γ_{4}$	0.1113	3.03
$γ_{5}$	-0.1077	-3.19
$γ_{6}$	0.0207	0.52
$γ_{7}$	0.0695	1.79
$γ_{8}$	-0.0830	-2.88

V-Lab

Mittel S.p.A Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mittel S.p.A Analyses