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
$ω$	0.7981	3.91
$α$	0.1016	3.87
$β$	0.7734	10.54
$γ_{1}$	3.4892	2.39
$γ_{2}$	-6.5166	-3.01
$γ_{3}$	4.5347	3.09
$γ_{4}$	-1.2991	-1.03
$γ_{5}$	-1.5262	-1.31
$γ_{6}$	2.9240	2.44
$γ_{7}$	-2.3387	-1.56
$γ_{8}$	-2.4702	-0.92

V-Lab

illimity Bank S.p.A. Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other illimity Bank S.p.A. Analyses