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
$ω$	1.6770	6.94
$α$	0.1232	5.62
$β$	0.7034	14.22
$γ_{1}$	-0.1681	-1.62
$γ_{2}$	0.2222	1.43
$γ_{3}$	0.1530	1.27
$γ_{4}$	-0.4918	-3.73
$γ_{5}$	0.5349	3.69
$γ_{6}$	-0.3773	-2.87
$γ_{7}$	0.2147	2.04
$γ_{8}$	-0.2363	-1.05
$γ_{9}$	0.4571	1.53
$γ_{10}$	-0.8848	-2.80

V-Lab

Strax AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Strax AB Analyses