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
$ω$	2.6978	0.82
$α$	0.3470	2.62
$β$	0.6438	5.87
$γ_{1}$	-0.4028	-1.71
$γ_{2}$	0.7478	1.64
$γ_{3}$	-0.6375	-1.45
$γ_{4}$	0.4545	1.65
$γ_{5}$	-0.1988	-1.33
$γ_{6}$	0.1161	0.65
$γ_{7}$	-0.1238	-0.89
$γ_{8}$	0.0218	0.25

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Banco Espanol de Credito SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Banco Espanol de Credito SA Analyses