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
$ω$	2.4779	5.85
$α$	0.1245	5.92
$β$	0.7414	19.32
$γ_{1}$	0.0024	0.03
$γ_{2}$	-0.0116	-0.10
$γ_{3}$	0.1549	2.19
$γ_{4}$	-0.3054	-4.46
$γ_{5}$	0.3320	4.27
$γ_{6}$	-0.3374	-3.74
$γ_{7}$	0.2954	2.95
$γ_{8}$	-0.1851	-2.37

V-Lab

Devoteam SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Devoteam SA Analyses