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
$ω$	2.1204	4.50
$α$	0.1173	5.47
$β$	0.8093	28.29
$γ_{1}$	0.0534	0.68
$γ_{2}$	-0.0084	-0.06
$γ_{3}$	-0.0899	-0.70
$γ_{4}$	0.1671	1.20
$γ_{5}$	-0.1759	-1.23
$γ_{6}$	-0.1797	-1.50
$γ_{7}$	0.5372	4.97
$γ_{8}$	-0.4002	-4.53

V-Lab

Trention AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trention AB Analyses