CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9754	4.53
$α$	0.2510	4.44
$β$	0.4742	5.25
$γ_{1}$	0.3558	0.64
$γ_{2}$	-0.6806	-0.65
$γ_{3}$	0.9200	0.90
$γ_{4}$	-1.2264	-1.54
$γ_{5}$	1.3192	2.66
$γ_{6}$	-1.5353	-2.77
$γ_{7}$	2.3271	2.20
$γ_{8}$	-4.9573	-2.61

V-Lab

Dalenys Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dalenys Analyses