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
$ω$	2.0335	2.33
$α$	0.5117	7.30
$β$	0.4868	7.05
$γ_{1}$	-8.7329	-0.08
$γ_{2}$	-70.4463	-0.48
$γ_{3}$	120.1291	1.41
$γ_{4}$	-1.3100	-0.02
$γ_{5}$	-197.0694	-1.65
$γ_{6}$	326.4188	2.96
$γ_{7}$	-246.6858	-3.66
$γ_{8}$	124.8536	2.48
$γ_{9}$	-70.4217	-1.57

V-Lab

Opdenergy Holding S A Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Opdenergy Holding S A Analyses