CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9500	1.24
$α$	0.1591	3.05
$β$	0.7336	7.96
$γ_{1}$	-1.0649	-0.19
$γ_{2}$	6.2690	0.88
$γ_{3}$	-8.4794	-2.82
$γ_{4}$	2.9219	0.85
$γ_{5}$	3.0942	1.04
$γ_{6}$	-4.8729	-2.46

V-Lab

Mediawan Société anonyme Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mediawan Société anonyme Analyses