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
$ω$	0.7994	6.21
$α$	0.2649	6.57
$β$	0.4941	9.51
$γ_{1}$	-0.0329	-0.59
$γ_{2}$	0.0697	0.86
$γ_{3}$	-0.1551	-2.97
$γ_{4}$	0.2848	5.32
$γ_{5}$	-0.3512	-5.43
$γ_{6}$	0.3282	4.74
$γ_{7}$	-0.2152	-3.58
$γ_{8}$	0.1925	3.53
$γ_{9}$	-0.3828	-3.97

V-Lab

PCAS Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PCAS Analyses