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
$ω$	0.8141	4.20
$α$	0.2262	5.28
$β$	0.6582	13.39
$γ_{1}$	-0.1629	-1.57
$γ_{2}$	0.3377	2.13
$γ_{3}$	-0.2407	-2.28
$γ_{4}$	0.1174	1.29
$γ_{5}$	-0.1898	-1.91
$γ_{6}$	0.2436	2.61
$γ_{7}$	-0.1013	-1.10
$γ_{8}$	-0.1150	-0.87
$γ_{9}$	0.5524	2.13

V-Lab

Cofina Sgps SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cofina Sgps SA Analyses