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
$ω$	0.8441	5.64
$α$	0.2620	4.69
$β$	0.4576	6.58
$γ_{1}$	0.5258	2.33
$γ_{2}$	-0.8421	-2.53
$γ_{3}$	0.5629	2.00
$γ_{4}$	-0.6562	-1.73
$γ_{5}$	0.8474	2.53
$γ_{6}$	-0.8446	-2.74
$γ_{7}$	0.6477	1.99
$γ_{8}$	-0.2155	-0.64
$γ_{9}$	-0.1287	-0.41
$γ_{10}$	0.1446	0.62

V-Lab

Pierrel Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pierrel Analyses