CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1532	3.57
$α$	0.2256	5.10
$β$	0.7116	18.70
$γ_{1}$	0.2824	1.96
$γ_{2}$	-0.3185	-1.44
$γ_{3}$	-0.1399	-0.95
$γ_{4}$	0.5075	3.63
$γ_{5}$	-0.8146	-5.51
$γ_{6}$	0.9337	6.12
$γ_{7}$	-0.7691	-4.66
$γ_{8}$	0.6325	3.28
$γ_{9}$	-0.5090	-2.38
$γ_{10}$	0.2170	1.40

V-Lab

Rizzo Group AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rizzo Group AB Analyses