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
$ω$	2.0953	3.05
$α$	0.2104	3.55
$β$	0.4085	2.58
$γ_{1}$	1.0144	0.77
$γ_{2}$	-0.2930	-0.16
$γ_{3}$	-0.7295	-0.47
$γ_{4}$	-1.3085	-0.69
$γ_{5}$	3.4695	1.64
$γ_{6}$	-12.1141	-3.17

V-Lab

Spindox S.P.A. Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spindox S.P.A. Analyses