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
$ω$	1.2966	5.28
$α$	0.1404	5.28
$β$	0.5562	7.37
$γ_{1}$	-0.0081	-0.06
$γ_{2}$	0.0626	0.34
$γ_{3}$	-0.2094	-1.51
$γ_{4}$	0.3042	2.33
$γ_{5}$	-0.0048	-0.04
$γ_{6}$	-0.5337	-4.02
$γ_{7}$	0.8196	4.71
$γ_{8}$	-0.6813	-2.79
$γ_{9}$	0.2968	1.29

V-Lab

Iliad SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Iliad SA Analyses