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
$ω$	1.7733	3.83
$α$	0.1613	9.52
$β$	0.8373	49.05
$γ_{1}$	-0.0775	-0.36
$γ_{2}$	0.1356	0.38
$γ_{3}$	-0.1450	-0.65
$γ_{4}$	0.4797	2.05
$γ_{5}$	-1.7116	-2.31
$γ_{6}$	3.5390	2.06
$γ_{7}$	-4.1479	-2.11
$γ_{8}$	2.6362	2.37

V-Lab

Dexia SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dexia SA Analyses