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
$ω$	0.8150	3.08
$α$	0.1876	3.50
$β$	0.4252	3.67
$γ_{1}$	0.2515	0.76
$γ_{2}$	-0.1304	-0.29
$γ_{3}$	-0.4941	-1.57
$γ_{4}$	1.2086	3.88
$γ_{5}$	-1.1556	-2.81
$γ_{6}$	-0.7751	-0.88
$γ_{7}$	2.0946	1.93
$γ_{8}$	-1.3271	-1.71
$γ_{9}$	0.5653	1.16
$γ_{10}$	-0.2950	-0.75

V-Lab

Fonciere Massena Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fonciere Massena Analyses