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
$ω$	1.1086	2.64
$α$	0.0000	0.00
$β$	0.9370	8.20
$γ_{1}$	0.3967	0.02
$γ_{2}$	-1.4395	-0.05
$γ_{3}$	5.6134	0.24
$γ_{4}$	-12.5852	-0.34
$γ_{5}$	0.7597	0.02
$γ_{6}$	31.8925	1.15
$γ_{7}$	-51.2761	-2.98
$γ_{8}$	61.2892	3.05
$γ_{9}$	-99.9822	-3.20
$γ_{10}$	164.1163	4.51

V-Lab

Civitanavi Systems S.P.A. Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Civitanavi Systems S.P.A. Analyses