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
$ω$	1.4930	4.73
$α$	0.1543	3.55
$β$	0.5142	4.53
$γ_{1}$	-0.1157	-0.18
$γ_{2}$	-0.4618	-0.44
$γ_{3}$	0.8540	1.03
$γ_{4}$	-0.1476	-0.23
$γ_{5}$	0.0887	0.15
$γ_{6}$	-0.7478	-1.27
$γ_{7}$	1.2447	2.39
$γ_{8}$	-3.7388	-3.88

V-Lab

Victoria Park AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Victoria Park AB Analyses