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
$ω$	0.8651	0.00
$α$	0.7056	0.00
$β$	0.2944	0.00
$γ_{1}$	-33.7800	-0.03
$γ_{2}$	36.0619	0.02
$γ_{3}$	-0.8679	-0.00
$γ_{4}$	-2.4182	-0.00
$γ_{5}$	1.2396	0.00
$γ_{6}$	0.4513	0.00
$γ_{7}$	-1.0666	-0.00
$γ_{8}$	-3.5428	-0.00
$γ_{9}$	8.9211	0.01
$γ_{10}$	-6.3985	-0.01

V-Lab

Quantafuel Asa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Quantafuel Asa Analyses