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
$ω$	15.2601	3.40
$α$	0.7619	1,267.69
$β$	0.2379	372.92
$γ_{1}$	-0.0718	-1.80
$γ_{2}$	0.0897	1.60
$γ_{3}$	-0.0778	-2.35
$γ_{4}$	0.1321	4.07
$γ_{5}$	-0.1059	-2.67
$γ_{6}$	0.0605	0.92
$γ_{7}$	-7.2316	-69.58
$γ_{8}$	14.3623	162.32

V-Lab

Reno De Medici S.p.A. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Reno De Medici S.p.A. Analyses