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
$ω$	0.8773	5.23
$α$	0.2616	4.12
$β$	0.5070	7.17
$γ_{1}$	0.5604	2.34
$γ_{2}$	-0.8964	-2.55
$γ_{3}$	0.6031	2.03
$γ_{4}$	-0.7051	-1.77
$γ_{5}$	0.9076	2.60
$γ_{6}$	-0.9148	-2.86
$γ_{7}$	0.7556	2.17
$γ_{8}$	-0.4469	-1.21
$γ_{9}$	0.4210	1.08
$γ_{10}$	-1.4400	-3.14

V-Lab

Pierrel Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pierrel Analyses