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
$ω$	1.2081	5.20
$α$	0.1550	4.16
$β$	0.5515	6.10
$γ_{1}$	0.0106	0.04
$γ_{2}$	0.2117	0.55
$γ_{3}$	-0.1796	-0.72
$γ_{4}$	-0.4769	-1.83
$γ_{5}$	1.2174	3.52
$γ_{6}$	-2.2824	-3.31

V-Lab

NHOA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NHOA Analyses