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
$ω$	0.8169	3.13
$α$	0.1784	3.52
$β$	0.4377	3.86
$γ_{1}$	0.2640	0.80
$γ_{2}$	-0.1445	-0.32
$γ_{3}$	-0.4975	-1.59
$γ_{4}$	1.2217	3.95
$γ_{5}$	-1.1749	-2.85
$γ_{6}$	-0.7364	-0.84
$γ_{7}$	1.9873	1.82
$γ_{8}$	-1.0614	-1.36
$γ_{9}$	-0.0417	-0.09
$γ_{10}$	1.1154	1.41

V-Lab

Fonciere Massena Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fonciere Massena Analyses