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
$ω$	1.0381	1.94
$α$	0.0995	9.58
$β$	0.8989	83.50
$γ_{1}$	-0.2617	-0.48
$γ_{2}$	0.5248	0.77
$γ_{3}$	-0.5959	-1.99
$γ_{4}$	0.5787	2.18
$γ_{5}$	-0.7092	-3.51
$γ_{6}$	0.8219	6.00

V-Lab

Prelios SpA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Prelios SpA Analyses