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
$ω$	0.6363	2.76
$α$	0.2206	4.19
$β$	0.4891	5.40
$γ_{1}$	-0.6735	-0.52
$γ_{2}$	0.6847	0.33
$γ_{3}$	-1.3763	-0.71
$γ_{4}$	3.0675	1.75
$γ_{5}$	-2.1087	-1.70
$γ_{6}$	0.6091	0.57
$γ_{7}$	-1.4902	-1.16
$γ_{8}$	2.9936	2.46
$γ_{9}$	-2.7079	-2.12
$γ_{10}$	1.2305	0.97

V-Lab

PARAGON ID SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PARAGON ID SA Analyses