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
$ω$	1.6075	3.27
$α$	0.2951	5.00
$β$	0.3538	2.77
$γ_{1}$	1.9665	0.70
$γ_{2}$	0.4700	0.11
$γ_{3}$	-4.6349	-1.32
$γ_{4}$	1.1836	0.36
$γ_{5}$	4.2749	1.21
$γ_{6}$	-7.6862	-1.69
$γ_{7}$	12.2781	1.65
$γ_{8}$	-42.4167	-2.57

V-Lab

Volue AS Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Volue AS Analyses