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
$ω$	0.8331	6.25
$α$	0.2629	6.69
$β$	0.5148	10.23
$γ_{1}$	-0.0137	-0.24
$γ_{2}$	0.0378	0.46
$γ_{3}$	-0.1302	-2.44
$γ_{4}$	0.2605	4.76
$γ_{5}$	-0.3252	-4.91
$γ_{6}$	0.2954	4.16
$γ_{7}$	-0.1619	-2.59
$γ_{8}$	0.0820	1.75
$γ_{9}$	-0.0868	-2.34

V-Lab

PCAS Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PCAS Analyses