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
$ω$	2.2950	4.91
$α$	0.2885	3.62
$β$	0.4880	6.55
$γ_{1}$	-0.0501	-0.34
$γ_{2}$	0.1670	0.67
$γ_{3}$	-0.1008	-0.47
$γ_{4}$	-0.1425	-0.78
$γ_{5}$	0.3178	2.30
$γ_{6}$	-0.4057	-2.69
$γ_{7}$	0.4729	2.79
$γ_{8}$	-0.5156	-2.83
$γ_{9}$	0.4167	2.01
$γ_{10}$	-0.6053	-2.24

V-Lab

Keysight Technologies France SAS/Bagneux 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