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
$ω$	1.4128	4.28
$α$	0.1752	3.27
$β$	0.6158	5.68
$γ_{1}$	1.9752	2.24
$γ_{2}$	-2.5756	-1.68
$γ_{3}$	1.1512	0.90
$γ_{4}$	-2.2382	-2.07
$γ_{5}$	4.3134	3.82
$γ_{6}$	-5.4236	-4.05
$γ_{7}$	5.0347	3.99
$γ_{8}$	-3.0874	-4.18

V-Lab

Onxeo SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Onxeo SA Analyses