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
$ω$	9.4798	4.16
$α$	0.5369	41.93
$β$	0.4629	36.02
$γ_{1}$	-0.1791	-2.57
$γ_{2}$	0.2378	2.62
$γ_{3}$	-0.1042	-2.01
$γ_{4}$	0.0073	0.14
$γ_{5}$	0.1282	2.13
$γ_{6}$	-0.1344	-1.98
$γ_{7}$	0.0843	0.88
$γ_{8}$	-11.3144	-3.53
$γ_{9}$	40.1573	3.75
$γ_{10}$	-93.3546	-6.83

V-Lab

Reno De Medici S.p.A. 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