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
$ω$	0.6402	7.81
$α$	0.2067	5.06
$β$	0.5369	7.75
$γ_{1}$	-0.1663	-3.53
$γ_{2}$	0.2222	2.77
$γ_{3}$	-0.0117	-0.15
$γ_{4}$	-0.1128	-1.34
$γ_{5}$	0.1363	2.28
$γ_{6}$	-0.1757	-3.15
$γ_{7}$	0.2923	3.83
$γ_{8}$	-0.3865	-4.64
$γ_{9}$	0.5782	5.19

V-Lab

Rafako Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rafako Analyses