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
$ω$	0.5027	4.42
$α$	0.1883	10.41
$β$	0.6996	25.91
$γ_{1}$	-0.3048	-3.22
$γ_{2}$	0.6425	4.95
$γ_{3}$	-0.6015	-8.22
$γ_{4}$	0.3039	3.73
$γ_{5}$	0.0844	0.87
$γ_{6}$	-0.3366	-3.42
$γ_{7}$	0.3663	3.83
$γ_{8}$	-0.2358	-2.62
$γ_{9}$	0.1544	1.83
$γ_{10}$	-0.0913	-0.84

V-Lab

Picanol Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Picanol Analyses