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
$ω$	0.8639	6.03
$α$	0.0720	9.59
$β$	0.9058	71.16
$γ_{1}$	-0.0835	-0.57
$γ_{2}$	0.1301	0.58
$γ_{3}$	-0.0242	-0.18
$γ_{4}$	0.0045	0.04
$γ_{5}$	-0.2373	-2.22
$γ_{6}$	0.4317	3.82
$γ_{7}$	-0.3370	-2.81
$γ_{8}$	0.1738	1.68
$γ_{9}$	-0.2134	-2.07
$γ_{10}$	0.2911	3.09

V-Lab

Havas SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Havas SA Analyses