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
$ω$	1.5990	4.62
$α$	0.1925	3.36
$β$	0.0419	0.53
$γ_{1}$	7.7463	7.30
$γ_{2}$	-11.6150	-6.41
$γ_{3}$	5.5378	3.44
$γ_{4}$	-2.8331	-1.50
$γ_{5}$	2.0947	1.11
$γ_{6}$	-0.2238	-0.13
$γ_{7}$	-2.3444	-1.42
$γ_{8}$	2.2044	1.68
$γ_{9}$	-0.6781	-0.75
$γ_{10}$	0.2958	0.46

V-Lab

Magseis Fairfield Asa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Magseis Fairfield Asa Analyses