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
$ω$	0.5689	3.64
$α$	0.0620	5.74
$β$	0.8895	34.92
$γ_{1}$	-0.0297	-0.23
$γ_{2}$	-0.0309	-0.18
$γ_{3}$	0.1199	1.23
$γ_{4}$	-0.1329	-1.10
$γ_{5}$	0.1167	0.79
$γ_{6}$	0.0608	0.41
$γ_{7}$	-0.6924	-3.24

V-Lab

Saras S.p.A. 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