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
$ω$	1.3521	0.02
$α$	0.2403	0.01
$β$	0.7597	0.02
$γ_{1}$	-14.0141	-0.00
$γ_{2}$	9.0777	0.00
$γ_{3}$	3.4168	0.01
$γ_{4}$	6.6387	0.02
$γ_{5}$	-11.2280	-0.02
$γ_{6}$	13.1882	0.01
$γ_{7}$	-22.8509	-0.01
$γ_{8}$	-8.6714	-0.00
$γ_{9}$	120.0107	0.01
$γ_{10}$	-387.6479	-0.02

V-Lab

Wavestone Sa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wavestone Sa Analyses