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
$ω$	17.2453	172,453,200.00
$α$	0.7978	7,977,530.00
$β$	0.2019	2,019,240.00
$γ_{1}$	1.9456	19,456,010.00
$γ_{2}$	-3.5896	-35,896,010.00
$γ_{3}$	3.1131	31,130,630.00
$γ_{4}$	-2.8901	-28,901,200.00
$γ_{5}$	3.2395	32,394,860.00
$γ_{6}$	-6.8092	-68,092,080.00
$γ_{7}$	18.9892	189,891,700.00
$γ_{8}$	-70.9673	-709,672,700.00
$γ_{9}$	221.4100	2,214,100,000.00
$γ_{10}$	-1,214.1590	-12,141,590,000.00

V-Lab

Enertime Sa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Enertime Sa Analyses