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
$ω$	0.6461	3.95
$α$	0.3734	3.16
$β$	0.3375	3.21
$γ_{1}$	2.4408	2.51
$γ_{2}$	-4.1298	-2.48
$γ_{3}$	2.8101	2.27
$γ_{4}$	-2.0151	-2.01
$γ_{5}$	2.2455	2.66
$γ_{6}$	-2.6885	-3.77
$γ_{7}$	1.4593	1.51
$γ_{8}$	1.1939	0.98
$γ_{9}$	-2.4224	-1.68

V-Lab

Pixium Vision SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pixium Vision SA Analyses