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
$ω$	1.1100	4.98
$α$	0.1222	8.37
$β$	0.7899	31.69
$γ_{1}$	0.0685	0.57
$γ_{2}$	0.0011	0.01
$γ_{3}$	-0.2406	-1.88
$γ_{4}$	0.3324	3.55
$γ_{5}$	-0.2616	-3.66
$γ_{6}$	0.1436	1.94
$γ_{7}$	-0.0733	-0.91
$γ_{8}$	0.0263	0.31
$γ_{9}$	0.0749	0.84
$γ_{10}$	-0.1174	-1.77

V-Lab

Albioma SAS Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Albioma SAS Analyses