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
$ω$	0.9766	6.38
$α$	0.2210	6.62
$β$	0.6488	17.90
$γ_{1}$	-0.0692	-2.17
$γ_{2}$	0.0840	1.74
$γ_{3}$	-0.0061	-0.24

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TERREÏS Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TERREÏS Analyses