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
$ω$	1.3805	0.90
$α$	0.4366	8.09
$β$	0.5507	12.30
$γ_{1}$	-0.1937	-0.63
$γ_{2}$	0.0033	0.01
$γ_{3}$	0.4705	1.39
$γ_{4}$	-0.4624	-1.26
$γ_{5}$	0.0891	0.25
$γ_{6}$	0.3015	1.42
$γ_{7}$	-0.3842	-1.77
$γ_{8}$	0.3595	1.43
$γ_{9}$	-0.1837	-0.83
$γ_{10}$	-0.6684	-1.75

V-Lab

A.S. Roma S.P.A. 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