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
$ω$	0.7572	2.47
$α$	0.0795	1.69
$β$	0.0000	0.00
$γ_{1}$	-50.6013	-0.88
$γ_{2}$	57.4215	0.68
$γ_{3}$	7.9901	0.18
$γ_{4}$	-33.3396	-1.05
$γ_{5}$	38.4456	1.27
$γ_{6}$	-30.0960	-0.69
$γ_{7}$	-25.5196	-0.43
$γ_{8}$	105.5563	2.03
$γ_{9}$	-174.4884	-4.77

V-Lab

Palingeo S P A Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Palingeo S P A Analyses