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
$ω$	2.2636	5.65
$α$	0.1225	5.67
$β$	0.7466	18.61
$γ_{1}$	0.0357	0.99
$γ_{2}$	-0.0448	-0.85
$γ_{3}$	-0.0069	-0.22
$γ_{4}$	0.0640	2.51
$γ_{5}$	-0.0686	-3.76

V-Lab

Itesoft SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Itesoft SA Analyses