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
$ω$	0.6404	3.91
$α$	0.3776	3.16
$β$	0.3301	3.16
$γ_{1}$	2.3830	2.45
$γ_{2}$	-4.0370	-2.42
$γ_{3}$	2.7469	2.22
$γ_{4}$	-1.9599	-1.97
$γ_{5}$	2.1975	2.62
$γ_{6}$	-2.6596	-3.79
$γ_{7}$	1.4617	1.58
$γ_{8}$	1.1451	1.06
$γ_{9}$	-2.2711	-2.86

V-Lab

Pixium Vision SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pixium Vision SA Analyses