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
$ω$	1.2243	7.29
$α$	0.1689	9.02
$β$	0.7271	26.38
$γ_{1}$	-0.0526	-1.31
$γ_{2}$	0.1422	2.14
$γ_{3}$	-0.2307	-4.20
$γ_{4}$	0.2746	5.96
$γ_{5}$	-0.1738	-4.44
$γ_{6}$	0.0000	0.00
$γ_{7}$	0.0692	1.49
$γ_{8}$	-0.0483	-0.76
$γ_{9}$	0.1833	1.24

V-Lab

Colas SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Colas SA Analyses