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
$ω$	1.1325	1.57
$α$	0.1732	6.08
$β$	0.8217	31.27
$γ_{1}$	-1.6270	-0.50
$γ_{2}$	1.5648	0.42
$γ_{3}$	1.4084	0.86
$γ_{4}$	-2.2674	-1.33
$γ_{5}$	0.9544	0.65
$γ_{6}$	0.1827	0.12
$γ_{7}$	0.4556	0.22
$γ_{8}$	-3.6313	-1.02
$γ_{9}$	9.0184	1.45
$γ_{10}$	-18.6764	-2.61

V-Lab

Cnova NV Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cnova NV Analyses