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
$ω$	1.1315	5.47
$α$	0.1510	3.29
$β$	0.6768	14.45
$γ_{1}$	-0.1599	-1.61
$γ_{2}$	0.1287	0.88
$γ_{3}$	0.1714	1.88
$γ_{4}$	-0.2203	-2.52
$γ_{5}$	0.0704	0.78
$γ_{6}$	-0.0253	-0.19

V-Lab

Proffice AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Proffice AB Analyses