CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.1980	2.69
$α$	0.3128	6.20
$β$	0.6643	23.13
$γ_{1}$	1.2531	0.24
$γ_{2}$	-3.6879	-0.45
$γ_{3}$	5.1982	1.06
$γ_{4}$	-4.8528	-1.70
$γ_{5}$	4.1510	1.80
$γ_{6}$	-7.4800	-3.45
$γ_{7}$	9.5688	6.52

V-Lab

Mr. Green & Co AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mr. Green & Co AB Analyses