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
$ω$	0.0124	124,490.00
$α$	0.6074	6,074,060.00
$β$	0.3926	3,925,940.00
$γ_{1}$	2.9525	29,524,780.00
$γ_{2}$	1.0003	10,003,410.00
$γ_{3}$	-22.5096	-225,095,900.00
$γ_{4}$	-33.5471	-335,471,000.00
$γ_{5}$	-36.0167	-360,167,200.00

V-Lab

Abengoa SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abengoa SA Analyses