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
$ω$	1.0398	2.18
$α$	0.0000	0.00
$β$	0.0000	0.00
$γ_{1}$	6.4343	0.47
$γ_{2}$	1.8755	0.10
$γ_{3}$	-28.0219	-2.89
$γ_{4}$	44.0324	4.66
$γ_{5}$	-50.6904	-4.40
$γ_{6}$	51.3460	4.33
$γ_{7}$	-37.6030	-3.50
$γ_{8}$	13.9192	1.65

V-Lab

Suse S.A. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Suse S.A. Analyses