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
$ω$	0.5724	2.52
$α$	0.0000	0.00
$β$	0.9426	10.43
$γ_{1}$	-2.7669	-0.31
$γ_{2}$	5.4164	0.44
$γ_{3}$	-10.2269	-1.44
$γ_{4}$	10.9632	1.42
$γ_{5}$	-5.7810	-0.63
$γ_{6}$	8.4117	0.77
$γ_{7}$	-12.9455	-1.14
$γ_{8}$	20.4879	1.34
$γ_{9}$	-46.7778	-2.15
$γ_{10}$	54.6094	3.28

V-Lab

Ox2 Ab Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ox2 Ab Analyses