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
$ω$	0.9726	2.31
$α$	0.1907	3.26
$β$	0.4768	5.07
$γ_{1}$	0.5637	0.08
$γ_{2}$	-2.7973	-0.28
$γ_{3}$	6.5492	0.89
$γ_{4}$	-9.6413	-1.48
$γ_{5}$	8.5130	1.76
$γ_{6}$	-6.0241	-1.54
$γ_{7}$	7.5221	2.03
$γ_{8}$	-11.1408	-3.10
$γ_{9}$	15.3897	3.53
$γ_{10}$	-13.6156	-2.97

V-Lab

Penneo Aps Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Penneo Aps Analyses