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
$ω$	0.6427	8.82
$α$	0.2364	7.79
$β$	0.4377	8.52
$γ_{1}$	-0.1584	-2.16
$γ_{2}$	0.2917	2.50
$γ_{3}$	-0.2176	-3.03
$γ_{4}$	0.0633	1.26
$γ_{5}$	0.0827	1.19
$γ_{6}$	-0.0508	-0.60
$γ_{7}$	-0.0719	-0.90
$γ_{8}$	0.1213	1.27
$γ_{9}$	-0.1994	-1.44

V-Lab

Spir Communication SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spir Communication SA Analyses