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
$ω$	0.2408	2.28
$α$	0.1568	3.69
$β$	0.5367	3.91
$γ_{1}$	0.5467	0.29
$γ_{2}$	-1.8100	-0.71
$γ_{3}$	1.7191	1.08
$γ_{4}$	-0.1750	-0.10
$γ_{5}$	-1.6651	-0.91
$γ_{6}$	5.1593	2.58
$γ_{7}$	-6.7075	-3.87
$γ_{8}$	3.1677	2.91

V-Lab

Ymagis SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ymagis SA Analyses