CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	7.0635	70,635,010.00
$α$	0.7413	7,412,770.00
$β$	0.2587	2,587,230.00
$γ_{1}$	-303.9416	-3,039,416,000.00
$γ_{2}$	1,295.1010	12,951,010,000.00
$γ_{3}$	-2,604.2970	-26,042,970,000.00
$γ_{4}$	3,403.6780	34,036,780,000.00
$γ_{5}$	-1,099.7990	-10,997,990,000.00
$γ_{6}$	-24,299.0700	-242,990,700,000.00

V-Lab

Technicolor Creative Studios Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Technicolor Creative Studios Analyses