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
$ω$	2.9106	6.77
$α$	0.2021	4.52
$β$	0.4626	5.43
$γ_{1}$	0.0516	0.41
$γ_{2}$	0.0503	0.23
$γ_{3}$	-0.0764	-0.38
$γ_{4}$	-0.1404	-0.69
$γ_{5}$	0.3108	1.96
$γ_{6}$	-0.4954	-3.99
$γ_{7}$	0.6652	5.00
$γ_{8}$	-0.6191	-2.98
$γ_{9}$	0.3281	1.48

V-Lab

Q-Free AS Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Q-Free AS Analyses