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
$ω$	0.9933	4.73
$α$	0.2718	4.48
$β$	0.5915	13.20
$γ_{1}$	0.4677	0.57
$γ_{2}$	-0.5647	-0.43
$γ_{3}$	-0.7327	-0.68
$γ_{4}$	2.1372	2.13
$γ_{5}$	-2.7120	-2.34
$γ_{6}$	2.6830	2.34
$γ_{7}$	-1.8715	-1.53
$γ_{8}$	-0.7894	-0.66
$γ_{9}$	2.7494	3.86

V-Lab

Openjobmetis S.p.A. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Openjobmetis S.p.A. Analyses