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
$ω$	1.5326	4.24
$α$	0.0994	5.35
$β$	0.7641	17.37
$γ_{1}$	0.0558	0.28
$γ_{2}$	-0.1773	-0.59
$γ_{3}$	0.3659	1.99
$γ_{4}$	-0.3375	-2.20
$γ_{5}$	0.0003	0.00
$γ_{6}$	0.0668	0.49
$γ_{7}$	0.3216	1.80
$γ_{8}$	-0.6829	-3.84
$γ_{9}$	0.7773	5.72
$γ_{10}$	-0.7434	-4.12

V-Lab

Abbey plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abbey plc Analyses