CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0528	2.74
$α$	0.0889	6.69
$β$	0.8745	44.48
$γ_{1}$	-0.0674	-0.36
$γ_{2}$	0.1007	0.39
$γ_{3}$	0.0803	0.63
$γ_{4}$	-0.2636	-2.10
$γ_{5}$	0.3122	2.02
$γ_{6}$	-0.3536	-2.40
$γ_{7}$	0.2776	2.58

V-Lab

Natra SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Natra SA Analyses