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
$ω$	1.4814	4.37
$α$	0.0973	5.28
$β$	0.7670	17.69
$γ_{1}$	0.0008	0.01
$γ_{2}$	-0.0504	-0.22
$γ_{3}$	0.2459	1.72
$γ_{4}$	-0.3269	-3.09
$γ_{5}$	0.0009	0.01
$γ_{6}$	0.4298	4.40
$γ_{7}$	-0.5577	-6.25
$γ_{8}$	0.4546	6.37
$γ_{9}$	-0.2934	-5.96

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Abbey plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abbey plc Analyses