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
$ω$	1.1592	8.35
$α$	0.1794	9.86
$β$	0.6086	15.86
$γ_{1}$	0.0207	0.46
$γ_{2}$	0.0092	0.12
$γ_{3}$	0.0436	0.72
$γ_{4}$	-0.2254	-4.29
$γ_{5}$	0.3247	6.22
$γ_{6}$	-0.3376	-5.31
$γ_{7}$	0.2542	3.91
$γ_{8}$	-0.1372	-1.79
$γ_{9}$	0.1638	0.85

V-Lab

BEL SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BEL SA Analyses