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
$ω$	0.4534	2.54
$α$	0.1795	5.17
$β$	0.7357	20.51
$γ_{1}$	-1.7051	-0.87
$γ_{2}$	1.1393	0.41
$γ_{3}$	0.8109	0.42
$γ_{4}$	-0.5350	-0.29
$γ_{5}$	1.7247	0.97
$γ_{6}$	-3.6606	-1.72
$γ_{7}$	4.6998	2.37
$γ_{8}$	-6.3947	-4.54
$γ_{9}$	6.4917	7.17

V-Lab

Cerved Group S.p.A. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cerved Group S.p.A. Analyses