CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6303	3.24
$α$	0.1069	3.40
$β$	0.8126	14.86
$γ_{1}$	-0.4471	-1.80
$γ_{2}$	0.9351	2.46
$γ_{3}$	-0.8206	-2.30
$γ_{4}$	0.4296	1.22
$γ_{5}$	-0.0749	-0.24
$γ_{6}$	-0.1970	-0.58
$γ_{7}$	0.6774	1.98
$γ_{8}$	-0.8624	-3.04

V-Lab

Vet' Affaires Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vet' Affaires Analyses