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
$ω$	1.1486	2.08
$α$	0.1764	2.23
$β$	0.7679	6.13
$γ_{1}$	-1.3152	-1.56
$γ_{2}$	1.7220	1.50
$γ_{3}$	0.3962	0.49
$γ_{4}$	-1.9990	-1.73
$γ_{5}$	1.8570	1.35
$γ_{6}$	-0.4639	-0.32
$γ_{7}$	-0.5102	-0.46

V-Lab

Stentys Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Stentys Analyses