CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0495	6.91
$α$	0.0654	7.95
$β$	0.9061	69.82
$γ_{1}$	-0.0487	-1.01
$γ_{2}$	0.1415	1.88
$γ_{3}$	-0.1943	-3.71
$γ_{4}$	0.1373	2.77
$γ_{5}$	0.0192	0.38
$γ_{6}$	-0.1325	-3.06
$γ_{7}$	0.1094	3.66

V-Lab

Lafarge SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lafarge SA Analyses