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
$ω$	0.9809	2.28
$α$	0.1926	3.23
$β$	0.4890	4.90
$γ_{1}$	0.7953	0.12
$γ_{2}$	-3.1612	-0.31
$γ_{3}$	6.8263	0.92
$γ_{4}$	-10.0277	-1.53
$γ_{5}$	9.1520	1.88
$γ_{6}$	-7.1718	-1.79
$γ_{7}$	9.8897	2.38
$γ_{8}$	-16.6157	-3.07
$γ_{9}$	29.4460	2.96
$γ_{10}$	-61.9157	-3.61

V-Lab

Penneo Aps Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Penneo Aps Analyses