CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3267	3.96
$α$	0.2337	8.73
$β$	0.6954	28.52
$γ_{1}$	-0.0076	-0.09
$γ_{2}$	-0.0376	-0.32
$γ_{3}$	0.0720	0.89
$γ_{4}$	-0.0152	-0.20
$γ_{5}$	0.0211	0.30
$γ_{6}$	-0.1640	-2.42
$γ_{7}$	0.2621	3.54
$γ_{8}$	-0.1623	-2.12
$γ_{9}$	0.1076	1.43
$γ_{10}$	-0.5498	-5.71

V-Lab

Rothschild & Co Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rothschild & Co Analyses