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
$ω$	5.1681	3.43
$α$	0.5261	105.88
$β$	0.4732	91.55
$γ_{1}$	-1.3880	-3.06
$γ_{2}$	1.9870	2.97
$γ_{3}$	-0.8180	-1.68
$γ_{4}$	0.3279	0.87
$γ_{5}$	-0.2687	-0.77
$γ_{6}$	-0.1221	-0.25
$γ_{7}$	0.9806	2.11
$γ_{8}$	-1.0892	-2.27
$γ_{9}$	0.7113	1.20
$γ_{10}$	-31.3660	-41.24

V-Lab

METabolic EXplorer SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other METabolic EXplorer SA Analyses