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
$ω$	9.7183	0.19
$α$	0.1412	1.15
$β$	0.8587	7.35
$γ_{1}$	95.1161	2.98
$γ_{2}$	-457.5924	-12.39
$γ_{3}$	950.9211	47.72
$γ_{4}$	-897.2488	-76.88
$γ_{5}$	335.5871	41.29
$γ_{6}$	-33.1797	-3.26
$γ_{7}$	13.6257	0.71
$γ_{8}$	-32.7899	-0.51
$γ_{9}$	47.5523	0.47

V-Lab

Corio NV Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Corio NV Analyses