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
$ω$	0.3533	4.15
$α$	0.3554	3.44
$β$	0.5049	6.82
$γ_{1}$	-0.1976	-4.58
$γ_{2}$	0.3000	4.38
$γ_{3}$	-0.1585	-3.03
$γ_{4}$	0.0562	0.68
$γ_{5}$	0.0715	0.72
$γ_{6}$	-0.1317	-2.04

V-Lab

Metrovacesa SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Metrovacesa SA Analyses