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
$ω$	0.9053	4.94
$α$	0.1112	6.01
$β$	0.7769	20.58
$γ_{1}$	-0.2165	-1.52
$γ_{2}$	0.1295	0.61
$γ_{3}$	0.4825	2.72
$γ_{4}$	-0.7280	-4.18
$γ_{5}$	0.4173	3.01
$γ_{6}$	-0.2166	-1.39
$γ_{7}$	0.3533	1.49
$γ_{8}$	-0.3106	-1.33

V-Lab

Euler Hermes Group Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Euler Hermes Group Analyses