CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3794	13,793,880.00
$α$	0.7593	7,592,840.00
$β$	0.2407	2,407,160.00
$γ_{1}$	-32.2395	-322,394,500.00
$γ_{2}$	-3.0108	-30,107,890.00

V-Lab

Technicolor Creative Studios Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Technicolor Creative Studios Analyses