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
$ω$	1.5133	3.42
$α$	0.1343	10.05
$β$	0.8379	45.90
$γ_{1}$	0.1995	0.87
$γ_{2}$	-0.4700	-1.31
$γ_{3}$	0.4112	1.35
$γ_{4}$	-0.0064	-0.02
$γ_{5}$	-0.3174	-1.12
$γ_{6}$	0.2490	1.07
$γ_{7}$	-0.1044	-0.45
$γ_{8}$	0.1557	0.68
$γ_{9}$	-0.6862	-2.84
$γ_{10}$	1.0486	6.36

V-Lab

Papeles y Cartones de Europa SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Papeles y Cartones de Europa SA Analyses