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
$ω$	2.0636	4.78
$α$	0.1585	6.87
$β$	0.7699	29.49
$γ_{1}$	0.2446	2.10
$γ_{2}$	-0.3740	-1.87
$γ_{3}$	0.3579	2.17
$γ_{4}$	-0.4369	-3.44
$γ_{5}$	0.3341	3.89
$γ_{6}$	-0.2154	-3.17
$γ_{7}$	0.1254	1.54
$γ_{8}$	0.1164	1.22
$γ_{9}$	-0.9973	-6.37

V-Lab

Mundys SpA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mundys SpA Analyses