CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8381	5.06
$α$	0.1719	4.39
$β$	0.7366	10.61
$γ_{1}$	-0.0411	-0.58
$γ_{2}$	0.0028	0.03
$γ_{3}$	0.1203	1.51
$γ_{4}$	-0.0507	-0.65
$γ_{5}$	-0.1061	-1.38
$γ_{6}$	0.2275	2.84
$γ_{7}$	-0.3650	-4.05
$γ_{8}$	0.3088	3.97

V-Lab

Lab GPO SAS Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lab GPO SAS Analyses