CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0566	21.96
$α$	0.1035	27.13
$β$	0.8966	241.66
$γ$	0.2370	5.67
$δ$	0.6102	20.54

V-Lab

Naturex APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Naturex Analyses