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
$ω$	3.1012	1.06
$α$	0.5101	3.60
$β$	0.4329	6.49
$γ_{1}$	3.6385	0.27
$γ_{2}$	-3.2517	-0.17
$γ_{3}$	2.1552	0.18
$γ_{4}$	-7.2763	-0.76
$γ_{5}$	5.2977	0.64
$γ_{6}$	4.1691	0.45
$γ_{7}$	-11.0143	-1.08
$γ_{8}$	12.9550	1.52
$γ_{9}$	-20.8278	-2.64
$γ_{10}$	23.9153	4.50

V-Lab

Volue AS Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Volue AS Analyses