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
$ω$	2.3195	5.27
$α$	0.2732	4.03
$β$	0.5005	7.08
$γ_{1}$	-0.0269	-0.19
$γ_{2}$	0.1337	0.55
$γ_{3}$	-0.0892	-0.42
$γ_{4}$	-0.1370	-0.76
$γ_{5}$	0.2971	2.16
$γ_{6}$	-0.3725	-2.48
$γ_{7}$	0.4218	2.52
$γ_{8}$	-0.4153	-2.39
$γ_{9}$	0.1804	1.06
$γ_{10}$	0.0811	0.73

V-Lab

Keysight Technologies France SAS/Bagneux Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Keysight Technologies France SAS/Bagneux Analyses