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
$ω$	1.2718	8.35
$α$	0.1641	8.72
$β$	0.7045	21.44
$γ_{1}$	-0.0268	-0.72
$γ_{2}$	0.1020	1.65
$γ_{3}$	-0.2059	-4.04
$γ_{4}$	0.2583	6.00
$γ_{5}$	-0.1677	-4.59
$γ_{6}$	0.0087	0.24
$γ_{7}$	0.0309	0.61
$γ_{8}$	0.0639	0.79
$γ_{9}$	-0.1018	-1.25

V-Lab

Colas SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Colas SA Analyses