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
$ω$	0.5013	3.06
$α$	0.0774	7.14
$β$	0.8612	43.62
$γ_{1}$	-0.2600	-2.08
$γ_{2}$	0.3266	1.96
$γ_{3}$	-0.0672	-0.84
$γ_{4}$	-0.0776	-1.14
$γ_{5}$	0.1128	1.48
$γ_{6}$	0.0687	0.80
$γ_{7}$	-0.1890	-2.31
$γ_{8}$	0.0476	0.64
$γ_{9}$	0.1361	1.80
$γ_{10}$	-0.4708	-4.02

V-Lab

Abertis Infraestructuras SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abertis Infraestructuras SA Analyses