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
$ω$	1.1378	3.70
$α$	0.4178	3.57
$β$	0.1719	1.72
$γ_{1}$	-3.8378	-0.12
$γ_{2}$	24.2681	0.43
$γ_{3}$	-49.6957	-0.98
$γ_{4}$	36.8588	0.85
$γ_{5}$	8.2377	0.29
$γ_{6}$	-33.4288	-1.46
$γ_{7}$	25.2404	1.19
$γ_{8}$	-37.4351	-1.30
$γ_{9}$	55.9076	2.09

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Lottomatica SpA/Roma Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lottomatica SpA/Roma Analyses