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
$ω$	0.5923	4.09
$α$	0.1823	5.74
$β$	0.7585	26.70
$γ_{1}$	-0.7141	-2.97
$γ_{2}$	1.0066	2.55
$γ_{3}$	-0.3912	-0.98
$γ_{4}$	-0.8945	-1.47

V-Lab

Cerved Group S.p.A. 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