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
$ω$	0.5323	4.53
$α$	0.1874	10.39
$β$	0.7025	26.07
$γ_{1}$	-0.2696	-2.83
$γ_{2}$	0.5876	4.50
$γ_{3}$	-0.5696	-7.75
$γ_{4}$	0.2874	3.51
$γ_{5}$	0.0861	0.89
$γ_{6}$	-0.3276	-3.31
$γ_{7}$	0.3547	3.70
$γ_{8}$	-0.2291	-2.57
$γ_{9}$	0.1564	2.03
$γ_{10}$	-0.1103	-2.08

V-Lab

Picanol Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Picanol Analyses