CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0401	6.83
$α$	0.0664	7.90
$β$	0.9052	69.53
$γ_{1}$	-0.0541	-1.12
$γ_{2}$	0.1507	2.00
$γ_{3}$	-0.2022	-3.86
$γ_{4}$	0.1463	2.94
$γ_{5}$	0.0049	0.10
$γ_{6}$	-0.0994	-2.03
$γ_{7}$	0.0158	0.22

V-Lab

Lafarge SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lafarge SA Analyses