CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.0191	1.17
$α$	0.4548	8.20
$β$	0.5370	11.13
$γ_{1}$	0.5906	0.90
$γ_{2}$	-0.9292	-1.04
$γ_{3}$	0.2621	0.46
$γ_{4}$	-0.2712	-0.42
$γ_{5}$	1.2177	1.79
$γ_{6}$	-1.2015	-1.72
$γ_{7}$	-0.2447	-0.46
$γ_{8}$	1.8090	2.98
$γ_{9}$	-3.6619	-4.04

V-Lab

Officiis Properties SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Officiis Properties SA Analyses