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
$ω$	1.0530	3.36
$α$	0.0898	7.13
$β$	0.9042	72.56
$γ_{1}$	0.1006	0.87
$γ_{2}$	-0.1611	-0.78
$γ_{3}$	0.1228	0.63
$γ_{4}$	-0.1573	-0.92
$γ_{5}$	0.1162	0.71
$γ_{6}$	0.0914	0.50
$γ_{7}$	-0.4199	-2.53
$γ_{8}$	0.5223	5.36

V-Lab

Alcatel-Lucent SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alcatel-Lucent SA Analyses