CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	9.1294	2.72
$α$	0.9034	142.95
$β$	0.0927	19.23
$γ_{1}$	-12.6388	-1.47
$γ_{2}$	17.8475	1.37
$γ_{3}$	-4.4426	-0.53
$γ_{4}$	-2.3437	-0.39
$γ_{5}$	3.3388	0.57
$γ_{6}$	-2.6756	-0.34
$γ_{7}$	1.6014	0.14
$γ_{8}$	-3.1201	-0.27
$γ_{9}$	16.8148	1.42
$γ_{10}$	-381.1939	-19.08

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Teco 2030 Asa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Teco 2030 Asa Analyses