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
$ω$	1.2718	5.98
$α$	0.1907	8.12
$β$	0.7020	20.07
$γ_{1}$	-0.2411	-2.63
$γ_{2}$	0.4579	3.26
$γ_{3}$	-0.2896	-2.94
$γ_{4}$	0.0751	0.79
$γ_{5}$	-0.0669	-0.62
$γ_{6}$	0.1414	1.19
$γ_{7}$	-0.0871	-0.71
$γ_{8}$	-0.2349	-1.53

V-Lab

Retelit S.p.A. 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