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
$ω$	1.2808	6.15
$α$	0.1857	8.08
$β$	0.7053	20.80
$γ_{1}$	-0.2301	-2.52
$γ_{2}$	0.4416	3.17
$γ_{3}$	-0.2824	-2.89
$γ_{4}$	0.0771	0.82
$γ_{5}$	-0.0864	-0.81
$γ_{6}$	0.1987	1.74
$γ_{7}$	-0.2313	-2.14
$γ_{8}$	0.1777	2.25

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Retelit S.p.A. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Retelit S.p.A. Analyses