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
$ω$	1.4209	4.30
$α$	0.1755	3.27
$β$	0.6153	5.67
$γ_{1}$	2.0034	2.27
$γ_{2}$	-2.6210	-1.71
$γ_{3}$	1.1830	0.92
$γ_{4}$	-2.2658	-2.09
$γ_{5}$	4.3376	3.80
$γ_{6}$	-5.4421	-3.92
$γ_{7}$	5.0450	3.50
$γ_{8}$	-3.0866	-1.90

V-Lab

Onxeo SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Onxeo SA Analyses