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
$ω$	0.6796	3.47
$α$	0.1673	5.51
$β$	0.6314	11.02
$γ_{1}$	-0.3505	-2.08
$γ_{2}$	0.4671	2.05
$γ_{3}$	-0.0747	-0.68
$γ_{4}$	-0.1103	-1.17
$γ_{5}$	0.0507	0.51
$γ_{6}$	0.0944	0.87
$γ_{7}$	-0.1676	-1.23
$γ_{8}$	0.2531	1.40
$γ_{9}$	-0.3669	-2.06
$γ_{10}$	0.2952	2.71

V-Lab

Tod's SpA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tod's SpA Analyses