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
$ω$	0.8874	4.43
$α$	0.1070	7.41
$β$	0.7996	27.34
$γ_{1}$	-0.0205	-0.42
$γ_{2}$	0.0078	0.12
$γ_{3}$	-0.0149	-0.37
$γ_{4}$	0.0927	2.56
$γ_{5}$	-0.0848	-2.31
$γ_{6}$	-0.0133	-0.33
$γ_{7}$	0.0786	2.15
$γ_{8}$	-0.0686	-2.85

V-Lab

ASTM 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 ASTM S.p.A. Analyses