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
$ω$	2.2071	4.84
$α$	0.1325	5.86
$β$	0.7091	15.03
$γ_{1}$	0.0154	0.10
$γ_{2}$	0.0300	0.12
$γ_{3}$	-0.0700	-0.36
$γ_{4}$	0.0674	0.37
$γ_{5}$	-0.1609	-0.81
$γ_{6}$	0.2219	1.41
$γ_{7}$	-0.1374	-1.16
$γ_{8}$	0.0793	0.55
$γ_{9}$	0.0888	0.48
$γ_{10}$	-0.7283	-3.19

V-Lab

Itesoft SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Itesoft SA Analyses