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
$ω$	0.8943	4.56
$α$	0.1603	4.39
$β$	0.5483	6.68
$γ_{1}$	-1.5855	-2.48
$γ_{2}$	2.3414	2.37
$γ_{3}$	-0.5558	-0.70
$γ_{4}$	-0.5235	-0.68
$γ_{5}$	0.8453	0.85
$γ_{6}$	-1.2432	-1.07
$γ_{7}$	0.5387	0.50
$γ_{8}$	1.5921	1.52
$γ_{9}$	-2.8639	-2.05
$γ_{10}$	1.9480	1.56

V-Lab

NHOA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NHOA Analyses