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
$ω$	2.1288	4.55
$α$	0.2500	5.13
$β$	0.4746	5.40
$γ_{1}$	0.8615	1.20
$γ_{2}$	-1.6786	-1.48
$γ_{3}$	1.8257	2.67
$γ_{4}$	-1.6476	-3.16
$γ_{5}$	0.8863	1.23
$γ_{6}$	-0.2123	-0.31
$γ_{7}$	-0.2818	-0.52
$γ_{8}$	0.8564	1.45
$γ_{9}$	-1.0178	-1.51

V-Lab

Dalenys Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dalenys Analyses