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
$ω$	0.8639	4.55
$α$	0.1702	3.33
$β$	0.0752	0.73
$γ_{1}$	0.2213	0.72
$γ_{2}$	0.1629	0.37
$γ_{3}$	-1.2747	-4.90
$γ_{4}$	1.5435	6.19
$γ_{5}$	-1.0544	-3.31
$γ_{6}$	0.6826	1.93
$γ_{7}$	-0.2071	-0.65
$γ_{8}$	-0.2176	-0.88

V-Lab

Saft Groupe SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saft Groupe SA Analyses