CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9347	1.20
$α$	0.4635	8.22
$β$	0.5274	10.80
$γ_{1}$	0.4301	1.06
$γ_{2}$	-0.8115	-1.31
$γ_{3}$	0.2020	0.51
$γ_{4}$	0.8599	2.36
$γ_{5}$	-1.3133	-3.02
$γ_{6}$	1.0565	2.65
$γ_{7}$	-0.6205	-2.30

V-Lab

Officiis Properties SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Officiis Properties SA Analyses