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
$ω$	1.0114	4.42
$α$	0.1253	14.37
$β$	0.8481	87.20
$γ_{1}$	-0.0038	-0.09
$γ_{2}$	0.0231	0.38
$γ_{3}$	-0.1102	-2.48
$γ_{4}$	0.1785	3.40
$γ_{5}$	-0.1421	-2.41
$γ_{6}$	0.0837	1.87
$γ_{7}$	-0.0065	-0.15
$γ_{8}$	-0.3524	-3.98

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ROBECO GLOBAL TOTAL RETURN BON Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ROBECO GLOBAL TOTAL RETURN BON Analyses