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
$ω$	1.7255	7.57
$α$	0.2037	7.64
$β$	0.5293	10.56
$γ_{1}$	0.3403	3.71
$γ_{2}$	-0.7403	-5.23
$γ_{3}$	0.7307	8.13
$γ_{4}$	-0.3962	-5.00
$γ_{5}$	0.1360	1.73
$γ_{6}$	-0.3260	-3.59
$γ_{7}$	0.4881	4.21
$γ_{8}$	-0.3016	-2.58
$γ_{9}$	-0.0308	-0.22

V-Lab

Multiq International AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Multiq International AB Analyses