CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5103	5.11
$α$	0.0857	6.91
$β$	0.8853	61.87
$γ_{1}$	-0.1384	-2.62
$γ_{2}$	0.1764	2.33
$γ_{3}$	-0.0981	-2.11
$γ_{4}$	0.1178	2.53
$γ_{5}$	-0.0498	-0.99
$γ_{6}$	-0.0109	-0.23
$γ_{7}$	-0.3407	-5.70

V-Lab

Italcementi SpA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Italcementi SpA Analyses