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
$ω$	1.4145	7.61
$α$	0.1305	4.26
$β$	0.7870	18.08
$γ_{1}$	-0.0797	-3.03
$γ_{2}$	0.1162	2.66
$γ_{3}$	-0.0079	-0.21
$γ_{4}$	-0.0645	-1.85
$γ_{5}$	0.0485	2.11

V-Lab

Probi AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Probi AB Analyses