CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.7391	5.69
$α$	0.0800	5.68
$β$	0.8772	33.66
$γ_{1}$	-0.1376	-2.64
$γ_{2}$	0.2256	2.54
$γ_{3}$	-0.1145	-1.36
$γ_{4}$	0.0479	0.46
$γ_{5}$	-0.0810	-0.71
$γ_{6}$	0.1404	1.51
$γ_{7}$	-0.0989	-1.35
$γ_{8}$	-0.0047	-0.09

V-Lab

Rafako Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rafako Analyses