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
$ω$	1.1260	5.57
$α$	0.1444	3.59
$β$	0.6804	14.25
$γ_{1}$	-0.1589	-1.62
$γ_{2}$	0.1290	0.89
$γ_{3}$	0.1658	1.85
$γ_{4}$	-0.2052	-2.43
$γ_{5}$	0.0346	0.42
$γ_{6}$	0.0790	1.35

V-Lab

Proffice AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Proffice AB Analyses