CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5462	3.19
$α$	0.0802	8.06
$β$	0.8735	55.05
$γ_{1}$	-0.2067	-2.03
$γ_{2}$	0.2767	1.96
$γ_{3}$	-0.1007	-1.33
$γ_{4}$	-0.0358	-0.55
$γ_{5}$	0.1897	3.24
$γ_{6}$	-0.1649	-2.96
$γ_{7}$	0.0168	0.31
$γ_{8}$	-0.0082	-0.14
$γ_{9}$	0.0780	1.44

V-Lab

Abertis Infraestructuras SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abertis Infraestructuras SA Analyses