CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3429	4.27
$α$	0.1501	7.97
$β$	0.7750	27.20
$γ_{1}$	0.2226	1.22
$γ_{2}$	-0.4788	-1.70
$γ_{3}$	0.3907	1.72
$γ_{4}$	0.0053	0.02
$γ_{5}$	-0.3105	-1.50
$γ_{6}$	0.1871	1.13
$γ_{7}$	0.0258	0.16
$γ_{8}$	-0.1371	-0.87
$γ_{9}$	0.3472	1.60
$γ_{10}$	-1.8155	-4.52

V-Lab

Papeles y Cartones de Europa SA 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