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
$ω$	0.4903	2.46
$α$	0.2615	2.78
$β$	0.4463	3.21
$γ_{1}$	-22.9597	-1.73
$γ_{2}$	37.9831	1.88
$γ_{3}$	-25.3686	-1.63
$γ_{4}$	18.0785	1.27
$γ_{5}$	-16.2635	-1.06
$γ_{6}$	25.4800	1.51
$γ_{7}$	-37.5792	-2.06
$γ_{8}$	36.4313	1.82
$γ_{9}$	-56.5113	-2.64
$γ_{10}$	71.0817	4.24

V-Lab

Groupe Berkem Sa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Groupe Berkem Sa Analyses