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
$ω$	1.5148	4.19
$α$	0.3463	4.36
$β$	0.3700	3.80
$γ_{1}$	-0.0885	-0.32
$γ_{2}$	0.1216	0.28
$γ_{3}$	-0.7335	-1.31

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