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
$ω$	1.7139	7.03
$α$	0.1179	5.40
$β$	0.7182	14.74
$γ_{1}$	-0.1532	-1.46
$γ_{2}$	0.2080	1.32
$γ_{3}$	0.1424	1.17
$γ_{4}$	-0.4672	-3.51
$γ_{5}$	0.5028	3.43
$γ_{6}$	-0.3382	-2.53
$γ_{7}$	0.1634	1.60
$γ_{8}$	-0.1517	-0.71
$γ_{9}$	0.2617	1.03
$γ_{10}$	-0.2844	-1.75

V-Lab

Strax AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Strax AB Analyses