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
$ω$	0.9726	5.57
$α$	0.1310	7.74
$β$	0.8395	41.23
$γ_{1}$	0.0089	0.95
$γ_{2}$	0.0020	0.12
$γ_{3}$	-0.0332	-1.81

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