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
$ω$	0.7218	7,217,680.00
$α$	0.6988	6,988,090.00
$β$	0.3012	3,011,700.00
$γ_{1}$	14.4220	144,219,500.00
$γ_{2}$	8.3886	83,886,110.00
$γ_{3}$	-38.6014	-386,014,300.00
$γ_{4}$	-1.4910	-14,909,940.00
$γ_{5}$	-162.6402	-1,626,402,000.00
$γ_{6}$	373.4891	3,734,891,000.00

V-Lab

Abengoa SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abengoa SA Analyses