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
$ω$	1.6856	7.42
$α$	0.2115	7.66
$β$	0.5218	10.47
$γ_{1}$	0.3196	3.47
$γ_{2}$	-0.7080	-4.99
$γ_{3}$	0.7095	7.86
$γ_{4}$	-0.3800	-4.78
$γ_{5}$	0.1263	1.59
$γ_{6}$	-0.3266	-3.52
$γ_{7}$	0.5107	4.20
$γ_{8}$	-0.3722	-2.93
$γ_{9}$	0.1603	1.91

V-Lab

Multiq International AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Multiq International AB Analyses