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
$ω$	0.7604	4.66
$α$	0.1324	7.56
$β$	0.8332	38.63
$γ_{1}$	-0.0546	-1.63
$γ_{2}$	0.1032	2.14
$γ_{3}$	-0.0634	-2.10
$γ_{4}$	0.0154	0.55
$γ_{5}$	-0.0076	-0.40

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