CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7774	3.56
$α$	0.2169	6.35
$β$	0.6268	14.71
$γ_{1}$	-0.2544	-1.93
$γ_{2}$	0.3053	1.63
$γ_{3}$	-0.0864	-0.72
$γ_{4}$	0.1406	1.27
$γ_{5}$	-0.4216	-2.41

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TERREÏS Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TERREÏS Analyses