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
$ω$	0.7215	2.22
$α$	0.1369	5.00
$β$	0.8138	22.89
$γ_{1}$	-0.4783	-0.22
$γ_{2}$	3.2343	0.83
$γ_{3}$	-6.7225	-1.82
$γ_{4}$	6.5340	2.26
$γ_{5}$	-3.4870	-1.85
$γ_{6}$	0.2133	0.11
$γ_{7}$	2.2771	1.14
$γ_{8}$	-4.6758	-1.92
$γ_{9}$	3.7010	1.00

V-Lab

Alkemy Spa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alkemy Spa Analyses