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
$ω$	1.0246	3.92
$α$	0.3257	2.28
$β$	0.0553	0.51
$γ_{1}$	12.0923	1.62
$γ_{2}$	-24.9666	-1.93
$γ_{3}$	19.6394	1.79
$γ_{4}$	-10.6032	-1.06
$γ_{5}$	13.4453	1.02
$γ_{6}$	-46.0334	-1.75

V-Lab

Reevo S.P.A. 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