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
$ω$	0.7281	5.09
$α$	0.0437	6.42
$β$	0.9483	135.88
$γ_{1}$	-0.0167	-1.80
$γ_{2}$	0.0207	1.67

V-Lab

Saras S.p.A. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saras S.p.A. Analyses