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
$ω$	1.1630	3.67
$α$	0.2235	5.02
$β$	0.7115	19.04
$γ_{1}$	0.2991	2.08
$γ_{2}$	-0.3393	-1.54
$γ_{3}$	-0.1403	-0.96
$γ_{4}$	0.5219	3.76
$γ_{5}$	-0.8380	-5.71
$γ_{6}$	0.9650	6.36
$γ_{7}$	-0.8160	-4.93
$γ_{8}$	0.7153	3.60
$γ_{9}$	-0.6716	-2.88
$γ_{10}$	0.6366	2.29

V-Lab

Rizzo Group AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rizzo Group AB Analyses