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
$ω$	1.5705	1.10
$α$	0.3983	7.15
$β$	0.5932	10.73
$γ_{1}$	-0.1965	-0.61
$γ_{2}$	0.0109	0.02
$γ_{3}$	0.4566	1.28
$γ_{4}$	-0.4440	-1.15
$γ_{5}$	0.0668	0.18
$γ_{6}$	0.3431	1.55
$γ_{7}$	-0.4713	-2.07
$γ_{8}$	0.5349	2.01
$γ_{9}$	-0.5794	-2.73
$γ_{10}$	0.3868	2.88

V-Lab

A.S. Roma S.P.A. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other A.S. Roma S.P.A. Analyses