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
$ω$	1.0659	5.05
$α$	0.1261	7.55
$β$	0.7708	27.18
$γ_{1}$	0.0422	0.37
$γ_{2}$	0.0478	0.26
$γ_{3}$	-0.2807	-2.29
$γ_{4}$	0.3677	4.09
$γ_{5}$	-0.2850	-4.15
$γ_{6}$	0.1496	2.12
$γ_{7}$	-0.0596	-0.77
$γ_{8}$	-0.0169	-0.21
$γ_{9}$	0.1922	2.06
$γ_{10}$	-0.4473	-2.95

V-Lab

Albioma SAS Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Albioma SAS Analyses