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
$ω$	0.3438	2.25
$α$	0.2143	3.46
$β$	0.1268	1.29
$γ_{1}$	-4.5981	-1.56
$γ_{2}$	6.7622	1.59
$γ_{3}$	-4.1473	-1.69
$γ_{4}$	1.5941	0.87
$γ_{5}$	2.6594	1.86
$γ_{6}$	-3.2465	-2.47
$γ_{7}$	0.0894	0.07
$γ_{8}$	1.7932	1.33
$γ_{9}$	-1.0860	-0.83
$γ_{10}$	3.2784	1.35

V-Lab

Projektengagemang Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Projektengagemang Analyses