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
$ω$	1.8530	7.61
$α$	0.1870	6.76
$β$	0.4910	9.80
$γ_{1}$	-0.0022	-0.03
$γ_{2}$	-0.2000	-1.57
$γ_{3}$	0.5749	5.17
$γ_{4}$	-0.6528	-4.84
$γ_{5}$	0.4412	3.16
$γ_{6}$	-0.3038	-2.74
$γ_{7}$	0.3378	3.62
$γ_{8}$	-0.3181	-3.07
$γ_{9}$	0.0532	0.49
$γ_{10}$	0.4576	1.44

V-Lab

Sqli SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sqli SA Analyses