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
$ω$	0.3305	1.80
$α$	0.1538	4.80
$β$	0.7694	19.71
$γ_{1}$	-0.8927	-1.85
$γ_{2}$	1.2873	2.03
$γ_{3}$	-0.8589	-3.10
$γ_{4}$	0.9440	4.15
$γ_{5}$	-0.6271	-2.37
$γ_{6}$	-0.1740	-0.53
$γ_{7}$	0.7122	1.69
$γ_{8}$	-0.5606	-1.10
$γ_{9}$	0.2012	0.56

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Oceanteam Asa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Oceanteam Asa Analyses