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
$ω$	2.6136	0.81
$α$	0.3479	2.60
$β$	0.6427	5.84
$γ_{1}$	-0.4172	-1.76
$γ_{2}$	0.7724	1.69
$γ_{3}$	-0.6568	-1.50
$γ_{4}$	0.4727	1.73
$γ_{5}$	-0.2210	-1.49
$γ_{6}$	0.1588	0.88
$γ_{7}$	-0.2188	-1.46
$γ_{8}$	0.2391	1.38

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Banco Espanol de Credito SA 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