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
$ω$	0.8902	3.14
$α$	0.0745	3.02
$β$	0.8745	22.99
$γ_{1}$	-0.3904	-0.41
$γ_{2}$	1.3981	0.99
$γ_{3}$	-1.9314	-1.99
$γ_{4}$	1.4545	1.97
$γ_{5}$	-1.6804	-2.05
$γ_{6}$	2.0197	2.90

V-Lab

Ferrovial SE Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferrovial SE Analyses