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
$ω$	6.5257	65,257,230.00
$α$	0.3909	3,909,390.00
$β$	0.5346	5,345,560.00
$γ_{1}$	-4.7760	-47,760,320.00
$γ_{2}$	35.2962	352,962,000.00
$γ_{3}$	-88.8641	-888,641,300.00
$γ_{4}$	-42.7675	-427,675,400.00
$γ_{5}$	2.8570	28,569,870.00

V-Lab

Reyal Urbis SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Reyal Urbis SA Analyses