CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8617	2.82
$α$	0.1641	4.87
$β$	0.7463	18.66
$γ_{1}$	0.2853	1.62
$γ_{2}$	-0.4833	-1.92
$γ_{3}$	0.1916	1.03
$γ_{4}$	0.0877	0.48
$γ_{5}$	0.0074	0.04
$γ_{6}$	-0.2948	-1.31
$γ_{7}$	0.5810	2.00
$γ_{8}$	-1.2002	-3.36

V-Lab

Ausy Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ausy Analyses