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
$ω$	0.8981	2.54
$α$	0.2417	5.29
$β$	0.5727	6.13
$γ_{1}$	-0.1556	-0.06
$γ_{2}$	2.2775	0.55
$γ_{3}$	-5.5653	-1.74
$γ_{4}$	4.8488	1.72
$γ_{5}$	-0.5990	-0.20
$γ_{6}$	-2.9436	-1.10
$γ_{7}$	3.4217	1.19
$γ_{8}$	1.8102	0.51
$γ_{9}$	-13.2917	-3.69
$γ_{10}$	19.5949	6.04

V-Lab

Piovan S.p.A. 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