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
$ω$	14.5013	145,012,900.00
$α$	0.5180	5,180,290.00
$β$	0.4817	4,817,120.00
$γ_{1}$	-1.0748	-10,747,710.00
$γ_{2}$	1.5688	15,687,700.00
$γ_{3}$	-0.5948	-5,948,040.00
$γ_{4}$	-0.0517	-517,410.00
$γ_{5}$	0.2433	2,432,770.00
$γ_{6}$	0.0920	919,910.00
$γ_{7}$	-15.8109	-158,109,400.00
$γ_{8}$	3.8820	38,820,350.00
$γ_{9}$	82.6717	826,716,900.00
$γ_{10}$	-240.8737	-2,408,737,000.00

V-Lab

Tessi SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tessi SA Analyses