CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4051	7.69
$α$	0.1242	4.36
$β$	0.7932	18.60
$γ_{1}$	-0.0788	-3.03
$γ_{2}$	0.1140	2.62
$γ_{3}$	-0.0034	-0.09
$γ_{4}$	-0.0761	-1.90
$γ_{5}$	0.0833	1.58

V-Lab

Probi AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Probi AB Analyses