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
$ω$	1.7894	3.47
$α$	0.2124	3.32
$β$	0.6699	12.55
$γ_{1}$	0.1077	0.05
$γ_{2}$	1.9498	0.55
$γ_{3}$	-2.3897	-0.78
$γ_{4}$	0.5909	0.19
$γ_{5}$	-1.4540	-0.51
$γ_{6}$	3.8219	1.43
$γ_{7}$	-4.7009	-1.59
$γ_{8}$	0.0908	0.02
$γ_{9}$	8.5817	1.49
$γ_{10}$	-28.4865	-3.08

V-Lab

Coima Res Sicaf in Gestione Esterna Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Coima Res Sicaf in Gestione Esterna Analyses