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
$ω$	1.0677	4.15
$α$	0.1342	4.55
$β$	0.7799	24.23
$γ_{1}$	-0.0932	-0.59
$γ_{2}$	0.0797	0.36
$γ_{3}$	0.1187	0.89
$γ_{4}$	-0.1503	-1.21
$γ_{5}$	0.0583	0.47
$γ_{6}$	-0.1030	-0.81
$γ_{7}$	0.2039	1.73
$γ_{8}$	-0.2844	-2.28
$γ_{9}$	0.5432	3.07
$γ_{10}$	-1.1973	-2.72

V-Lab

CNP Assurances Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CNP Assurances Analyses