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
$ω$	1.4752	2.79
$α$	0.1584	9.11
$β$	0.8284	51.55
$γ_{1}$	0.0445	0.34
$γ_{2}$	0.0265	0.13
$γ_{3}$	-0.1741	-0.94
$γ_{4}$	0.1163	0.71
$γ_{5}$	0.2480	1.68
$γ_{6}$	-0.9892	-3.08
$γ_{7}$	1.9911	2.70
$γ_{8}$	-1.9992	-2.73

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Banco de Valencia SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Banco de Valencia SA Analyses