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
$ω$	0.8028	7.14
$α$	0.0674	8.19
$β$	0.8977	50.42
$γ_{1}$	-0.0435	-0.49
$γ_{2}$	0.0668	0.48
$γ_{3}$	0.0479	0.54
$γ_{4}$	-0.2089	-2.88
$γ_{5}$	0.1639	2.08
$γ_{6}$	0.0589	0.70
$γ_{7}$	-0.2049	-2.68
$γ_{8}$	0.2495	2.71
$γ_{9}$	-0.5182	-3.18

V-Lab

Havas SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Havas SA Analyses