CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6937	4.72
$α$	0.1446	3.49
$β$	0.0444	0.44
$γ_{1}$	8.2095	7.66
$γ_{2}$	-12.2667	-6.74
$γ_{3}$	5.8647	3.67
$γ_{4}$	-3.1019	-1.66
$γ_{5}$	2.3319	1.26
$γ_{6}$	-0.4641	-0.29
$γ_{7}$	-1.8672	-1.17
$γ_{8}$	0.9857	0.74
$γ_{9}$	2.2515	1.69
$γ_{10}$	-8.8591	-3.41

V-Lab

Magseis Fairfield Asa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Magseis Fairfield Asa Analyses