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
$ω$	2.8932	5.12
$α$	0.1344	5.54
$β$	0.6827	11.70
$γ_{1}$	0.8940	5.77
$γ_{2}$	-1.4249	-5.79
$γ_{3}$	0.8279	4.81
$γ_{4}$	-0.1690	-1.22
$γ_{5}$	-0.4485	-1.67
$γ_{6}$	0.4796	1.37
$γ_{7}$	-0.1520	-0.58
$γ_{8}$	-0.0445	-0.23
$γ_{9}$	0.1623	0.57
$γ_{10}$	-0.2430	-0.50

V-Lab

Advenis SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Advenis SA Analyses