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
$ω$	6.8926	2.69
$α$	0.7816	120.13
$β$	0.2169	32.19
$γ_{1}$	8.0213	0.68
$γ_{2}$	-21.5846	-1.19
$γ_{3}$	27.2630	1.86
$γ_{4}$	-18.3847	-1.35
$γ_{5}$	-0.9577	-0.08
$γ_{6}$	27.3192	1.74
$γ_{7}$	-64.4719	-2.55
$γ_{8}$	142.9205	2.86
$γ_{9}$	-502.3852	-7.82
$γ_{10}$	716.1160	17.67

V-Lab

Acticor Biotech Sas Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Acticor Biotech Sas Analyses