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
$ω$	1.1157	10.95
$α$	0.1439	7.41
$β$	0.6337	14.86
$γ_{1}$	-0.1261	-2.07
$γ_{2}$	0.2512	2.55
$γ_{3}$	-0.1381	-2.23
$γ_{4}$	-0.0974	-2.19
$γ_{5}$	0.1956	4.88
$γ_{6}$	-0.0550	-1.05
$γ_{7}$	-0.0920	-1.38
$γ_{8}$	0.0240	0.34
$γ_{9}$	0.1984	2.40
$γ_{10}$	-0.5121	-7.73

V-Lab

CS Group SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CS Group SA Analyses