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
$ω$	1.7070	3.85
$α$	0.1249	3.92
$β$	0.7590	11.28
$γ_{1}$	0.4761	0.41
$γ_{2}$	-1.7543	-0.89
$γ_{3}$	2.3120	1.62
$γ_{4}$	-1.7893	-1.71
$γ_{5}$	1.8354	1.77
$γ_{6}$	-2.0821	-2.10
$γ_{7}$	1.9140	1.61
$γ_{8}$	-2.3657	-1.72
$γ_{9}$	2.5205	2.91

V-Lab

Victoria Park AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Victoria Park AB Analyses