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
$ω$	0.8446	2.18
$α$	0.2431	5.41
$β$	0.5900	6.89
$γ_{1}$	-1.0825	-0.35
$γ_{2}$	3.5412	0.79
$γ_{3}$	-5.9731	-1.80
$γ_{4}$	4.8499	1.70
$γ_{5}$	-0.4280	-0.14
$γ_{6}$	-3.1144	-1.14
$γ_{7}$	3.6482	1.20
$γ_{8}$	1.2005	0.30
$γ_{9}$	-11.7713	-2.51
$γ_{10}$	15.5284	4.98

V-Lab

Piovan S.p.A. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Piovan S.p.A. Analyses