CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7300	3.36
$α$	0.1206	8.00
$β$	0.8063	27.65
$γ_{1}$	-0.4553	-2.99
$γ_{2}$	0.5657	2.56
$γ_{3}$	-0.0952	-0.71
$γ_{4}$	-0.0338	-0.27
$γ_{5}$	0.0447	0.29
$γ_{6}$	-0.0616	-0.37
$γ_{7}$	0.1296	0.69
$γ_{8}$	-0.1590	-0.91

V-Lab

Naturex Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Naturex Analyses