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
$ω$	0.9928	5.20
$α$	0.2743	4.35
$β$	0.5193	8.74
$γ_{1}$	0.6048	0.83
$γ_{2}$	-0.6627	-0.57
$γ_{3}$	-0.8534	-0.90
$γ_{4}$	2.3142	2.66
$γ_{5}$	-2.9163	-2.95
$γ_{6}$	3.0368	3.12
$γ_{7}$	-2.8026	-2.69
$γ_{8}$	1.8012	1.56
$γ_{9}$	-4.6105	-2.81

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Openjobmetis S.p.A. Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Openjobmetis S.p.A. Analyses