CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3346	3.52
$α$	0.0000	0.00
$β$	0.9943	1.19
$γ_{1}$	-0.3664	-0.03
$γ_{2}$	3.6702	0.33
$γ_{3}$	-9.6174	-1.55
$γ_{4}$	10.5390	1.80

V-Lab

Palingeo S P A Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Palingeo S P A Analyses