CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4777	3.64
$α$	0.2384	9.86
$β$	0.7156	33.50
$γ_{1}$	-0.0213	-0.24
$γ_{2}$	-0.0151	-0.12
$γ_{3}$	0.0557	0.64
$γ_{4}$	0.0005	0.01
$γ_{5}$	0.0006	0.01
$γ_{6}$	-0.1313	-1.83
$γ_{7}$	0.2008	2.56
$γ_{8}$	-0.0375	-0.44
$γ_{9}$	-0.1749	-2.29
$γ_{10}$	0.1821	3.97

V-Lab

Rothschild & Co Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rothschild & Co Analyses