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
$ω$	0.7937	2.25
$α$	0.0542	4.80
$β$	0.9317	64.61
$γ_{1}$	-0.3945	-0.76
$γ_{2}$	0.5366	0.76
$γ_{3}$	-0.3733	-0.84
$γ_{4}$	0.4377	1.06
$γ_{5}$	-0.3820	-0.92
$γ_{6}$	0.6316	1.06
$γ_{7}$	-1.5206	-2.42
$γ_{8}$	1.7807	5.40

V-Lab

Gemalto NV Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gemalto NV Analyses