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
$ω$	0.6827	6.69
$α$	0.2534	8.86
$β$	0.5325	12.09
$γ_{1}$	-0.2651	-4.98
$γ_{2}$	0.3715	4.80
$γ_{3}$	-0.0766	-1.10
$γ_{4}$	-0.1249	-1.80
$γ_{5}$	0.1159	1.71
$γ_{6}$	0.0485	0.77
$γ_{7}$	-0.1743	-2.96
$γ_{8}$	0.1844	2.96
$γ_{9}$	-0.1004	-1.97

V-Lab

Cegid Group SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cegid Group SA Analyses