CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9448	4.33
$α$	0.0992	4.11
$β$	0.7731	12.76
$γ_{1}$	0.4405	2.47
$γ_{2}$	-0.6425	-2.36
$γ_{3}$	0.5619	2.79
$γ_{4}$	-0.6757	-3.57
$γ_{5}$	0.4390	2.37
$γ_{6}$	-0.2235	-1.17
$γ_{7}$	0.4433	1.20

V-Lab

Gc Rieber Shipping Asa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gc Rieber Shipping Asa Analyses