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
$ω$	0.3539	2.31
$α$	0.2339	3.47
$β$	0.1021	1.19
$γ_{1}$	-4.3656	-1.52
$γ_{2}$	6.3915	1.53
$γ_{3}$	-3.9046	-1.61
$γ_{4}$	1.4252	0.78
$γ_{5}$	2.7723	1.93
$γ_{6}$	-3.3992	-2.56
$γ_{7}$	0.4731	0.35
$γ_{8}$	0.8152	0.51
$γ_{9}$	1.2972	0.57
$γ_{10}$	-2.7387	-1.16

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Projektengagemang Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Projektengagemang Analyses