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
$ω$	2.3793	3.39
$α$	0.3411	6.31
$β$	0.5678	11.30
$γ_{1}$	2.1284	2.96
$γ_{2}$	-3.2377	-2.93
$γ_{3}$	2.4930	2.43
$γ_{4}$	-2.0798	-1.80
$γ_{5}$	0.8281	0.80
$γ_{6}$	-1.1632	-1.77
$γ_{7}$	2.1079	1.77
$γ_{8}$	-0.8372	-0.38
$γ_{9}$	-1.8827	-0.92
$γ_{10}$	7.9026	4.58

V-Lab

Espirito Santo Financial Group S.A. Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Espirito Santo Financial Group S.A. Analyses