CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7580	3.84
$α$	0.1916	5.46
$β$	0.6761	20.36
$γ_{1}$	-0.2367	-2.32
$γ_{2}$	0.3827	2.55
$γ_{3}$	-0.2175	-2.36
$γ_{4}$	0.0693	0.92
$γ_{5}$	0.0351	0.48
$γ_{6}$	-0.0651	-0.79
$γ_{7}$	0.1530	1.54
$γ_{8}$	-0.7325	-4.81

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Tod's SpA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tod's SpA Analyses