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
$ω$	24.0430	240,429,600.00
$α$	0.2896	2,895,680.00
$β$	0.6148	6,147,700.00
$γ_{1}$	-17.3839	-173,838,800.00
$γ_{2}$	40.1962	401,961,700.00
$γ_{3}$	-45.5833	-455,832,500.00
$γ_{4}$	18.9688	189,688,300.00
$γ_{5}$	33.7506	337,505,900.00
$γ_{6}$	-39.2383	-392,383,000.00
$γ_{7}$	23.0309	230,308,500.00
$γ_{8}$	-28.2770	-282,769,800.00
$γ_{9}$	-54.1219	-541,219,400.00
$γ_{10}$	134.3165	1,343,165,000.00

V-Lab

Recylex SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Recylex SA Analyses