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
$ω$	0.8560	1.13
$α$	0.6759	6.01
$β$	0.2938	3.60
$γ_{1}$	-13.0101	-2.85
$γ_{2}$	20.9733	3.58
$γ_{3}$	-14.7228	-3.61
$γ_{4}$	12.3634	2.84
$γ_{5}$	-10.5929	-2.02
$γ_{6}$	5.2297	0.79
$γ_{7}$	9.4262	1.08
$γ_{8}$	-44.7567	-2.76

V-Lab

TxCell SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TxCell SA Analyses