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
$ω$	5.4131	54,130,790.00
$α$	0.5771	5,770,540.00
$β$	0.4219	4,219,280.00
$γ_{1}$	-9.6387	-96,387,460.00
$γ_{2}$	23.0270	230,269,900.00
$γ_{3}$	-17.2753	-172,752,700.00
$γ_{4}$	0.5185	5,184,810.00
$γ_{5}$	19.9221	199,220,700.00
$γ_{6}$	-52.9875	-529,874,700.00
$γ_{7}$	93.1144	931,144,400.00
$γ_{8}$	-151.9702	-1,519,702,000.00
$γ_{9}$	377.7954	3,777,954,000.00
$γ_{10}$	-1,607.1400	-16,071,400,000.00

V-Lab

PetroNeft Resources plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PetroNeft Resources plc Analyses