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
$ω$	0.7905	0.47
$α$	0.0000	0.00
$β$	0.9995	0.75
$γ_{1}$	-10.5713	-0.02
$γ_{2}$	14.4326	0.10
$γ_{3}$	-12.0562	-0.13
$γ_{4}$	12.1196	0.23
$γ_{5}$	-6.8697	-0.17
$γ_{6}$	10.1587	0.37
$γ_{7}$	-16.7657	-0.96
$γ_{8}$	30.9012	1.85
$γ_{9}$	-77.0030	-5.35
$γ_{10}$	126.8092	10.31

V-Lab

Ox2 Ab Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ox2 Ab Analyses