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
$ω$	2.8530	6.92
$α$	0.1776	4.52
$β$	0.4856	5.41
$γ_{1}$	0.0519	0.42
$γ_{2}$	0.0481	0.22
$γ_{3}$	-0.0694	-0.35
$γ_{4}$	-0.1572	-0.79
$γ_{5}$	0.3460	2.22
$γ_{6}$	-0.5677	-4.72
$γ_{7}$	0.8204	7.57
$γ_{8}$	-0.9650	-7.43
$γ_{9}$	1.1321	3.11

V-Lab

Q-Free AS Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Q-Free AS Analyses