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
$ω$	1.2230	3.07
$α$	0.2102	6.80
$β$	0.7123	20.70
$γ_{1}$	-0.0811	-1.19
$γ_{2}$	0.1695	1.90
$γ_{3}$	-0.1711	-3.48
$γ_{4}$	0.1924	3.48
$γ_{5}$	-0.1817	-3.51
$γ_{6}$	0.0806	2.47

V-Lab

Banco Pastor SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Banco Pastor SA Analyses