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
$ω$	0.8104	4.62
$α$	0.2272	7.90
$β$	0.6187	15.75
$γ_{1}$	0.2160	1.70
$γ_{2}$	-0.2850	-1.45
$γ_{3}$	0.1681	1.16
$γ_{4}$	-0.2682	-2.07
$γ_{5}$	0.2890	2.11
$γ_{6}$	-0.0134	-0.10
$γ_{7}$	-0.1765	-1.13
$γ_{8}$	-0.0132	-0.08
$γ_{9}$	0.4159	2.63
$γ_{10}$	-0.1453	-0.48

V-Lab

Banco de Valencia SA 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