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
$ω$	1.2777	12,777,310.00
$α$	0.5480	5,479,620.00
$β$	0.4519	4,518,630.00
$γ_{1}$	279.0985	2,790,985,000.00
$γ_{2}$	-376.7581	-3,767,581,000.00
$γ_{3}$	132.7189	1,327,189,000.00
$γ_{4}$	71.6604	716,604,000.00
$γ_{5}$	-146.2299	-1,462,299,000.00
$γ_{6}$	-262.0913	-2,620,913,000.00
$γ_{7}$	79.5268	795,268,000.00
$γ_{8}$	680.4758	6,804,758,000.00

V-Lab

Reyal Urbis SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Reyal Urbis SA Analyses