CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

FTSE 100 Implied Volatility Index 30 Days

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	12.7050	3.43
$α$	0.4560	24.16
$β$	0.5365	49.65
$γ_{1}$	7.6296	1.24
$γ_{2}$	-13.3686	-1.75
$γ_{3}$	9.6032	2.78
$γ_{4}$	-6.1166	-2.10
$γ_{5}$	2.8569	1.04
$γ_{6}$	1.5961	0.42
$γ_{7}$	-41.3228	-8.11
$γ_{8}$	76.5182	20.12

V-Lab

Wavestone Sa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wavestone Sa Analyses