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
$ω$	1.1065	2.89
$α$	0.0985	6.29
$β$	0.8333	28.51
$γ_{1}$	-0.0906	-0.27
$γ_{2}$	0.1601	0.33
$γ_{3}$	-0.1457	-0.40
$γ_{4}$	0.4191	1.33
$γ_{5}$	-0.7134	-2.75
$γ_{6}$	0.6206	2.82
$γ_{7}$	-0.4111	-1.79
$γ_{8}$	0.2702	1.00
$γ_{9}$	-0.1872	-0.57
$γ_{10}$	-0.4161	-0.57

V-Lab

Natra SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Natra SA Analyses