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
$ω$	0.8116	5.68
$α$	0.1450	7.02
$β$	0.6250	13.63
$γ_{1}$	0.1191	2.35
$γ_{2}$	-0.2361	-3.30
$γ_{3}$	0.1478	3.00
$γ_{4}$	0.0581	1.11
$γ_{5}$	-0.2212	-3.90
$γ_{6}$	0.1998	3.79
$γ_{7}$	-0.0368	-0.71
$γ_{8}$	-0.0801	-1.14
$γ_{9}$	0.0602	0.89

V-Lab

Vilmorin & Cie SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vilmorin & Cie SA Analyses