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
$ω$	0.2269	2.41
$α$	0.1509	3.61
$β$	0.5081	3.91
$γ_{1}$	0.1139	0.08
$γ_{2}$	-1.3238	-0.66
$γ_{3}$	2.5348	1.96
$γ_{4}$	-3.1649	-2.28
$γ_{5}$	4.6195	4.05
$γ_{6}$	-3.7468	-4.15
$γ_{7}$	-0.7689	-0.40

V-Lab

Ymagis SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ymagis SA Analyses