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
$ω$	0.6670	6.61
$α$	0.2539	8.90
$β$	0.5285	11.90
$γ_{1}$	-0.2794	-5.25
$γ_{2}$	0.3932	5.07
$γ_{3}$	-0.0873	-1.25
$γ_{4}$	-0.1210	-1.75
$γ_{5}$	0.1153	1.71
$γ_{6}$	0.0496	0.78
$γ_{7}$	-0.1774	-2.89
$γ_{8}$	0.1897	2.40
$γ_{9}$	-0.1096	-0.57

V-Lab

Cegid Group SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cegid Group SA Analyses