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
$ω$	1.1395	2.85
$α$	0.4923	3.57
$β$	0.0980	1.64
$γ_{1}$	-0.3850	-0.03
$γ_{2}$	11.0420	0.40
$γ_{3}$	-34.8145	-1.22
$γ_{4}$	43.2977	1.41
$γ_{5}$	-24.6165	-1.05
$γ_{6}$	9.2041	0.47
$γ_{7}$	-46.0571	-2.00
$γ_{8}$	110.1991	2.72

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Lottomatica SpA/Roma Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lottomatica SpA/Roma Analyses