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
$ω$	0.9280	1.99
$α$	0.1645	3.09
$β$	0.7926	19.43
$γ_{1}$	0.2922	0.36
$γ_{2}$	-0.7055	-0.62
$γ_{3}$	0.7368	1.00
$γ_{4}$	-1.4066	-1.48
$γ_{5}$	1.9646	2.24

V-Lab

Neoen SAS Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Neoen SAS Analyses