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
$ω$	2.2683	0.84
$α$	0.9599	7.42
$β$	0.0000	0.00
$γ_{1}$	-19.3699	-0.69
$γ_{2}$	34.7922	0.76
$γ_{3}$	-34.7018	-0.77
$γ_{4}$	15.2643	0.34
$γ_{5}$	20.7812	0.68
$γ_{6}$	-29.6954	-0.96
$γ_{7}$	16.9334	0.49
$γ_{8}$	11.6620	0.36
$γ_{9}$	-60.3398	-1.72
$γ_{10}$	75.0962	2.84

V-Lab

Reevo 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 Reevo S.P.A. Analyses