CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9658	1.22
$α$	0.1537	3.09
$β$	0.7487	8.15
$γ_{1}$	-0.8326	-0.15
$γ_{2}$	5.6609	0.77
$γ_{3}$	-7.0896	-2.22
$γ_{4}$	-0.3244	-0.08
$γ_{5}$	9.8951	1.69
$γ_{6}$	-23.9153	-2.15

V-Lab

Mediawan Société anonyme Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mediawan Société anonyme Analyses