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
$ω$	18.8719	3.28
$α$	0.6470	24.62
$β$	0.3526	13.48
$γ_{1}$	-0.7961	-5.08
$γ_{2}$	1.2873	5.75
$γ_{3}$	-0.7749	-5.70
$γ_{4}$	0.3561	1.94
$γ_{5}$	-0.1213	-0.39
$γ_{6}$	0.3872	0.56
$γ_{7}$	-5.6455	-0.56
$γ_{8}$	-6.6565	-0.24
$γ_{9}$	28.9342	1.05

V-Lab

Tessi SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tessi SA Analyses