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
$ω$	1.1471	8.53
$α$	0.1775	9.66
$β$	0.5908	13.87
$γ_{1}$	0.0168	0.38
$γ_{2}$	0.0177	0.25
$γ_{3}$	0.0322	0.55
$γ_{4}$	-0.2095	-4.13
$γ_{5}$	0.3050	6.00
$γ_{6}$	-0.3123	-5.02
$γ_{7}$	0.2144	3.31
$γ_{8}$	-0.0598	-0.79
$γ_{9}$	-0.0134	-0.18

V-Lab

BEL SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BEL SA Analyses