CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4359	8.10
$α$	0.1461	7.73
$β$	0.6638	17.22
$γ_{1}$	-0.0106	-0.40
$γ_{2}$	0.0951	2.01
$γ_{3}$	-0.1813	-5.26
$γ_{4}$	0.1366	5.08
$γ_{5}$	0.0018	0.05
$γ_{6}$	-0.1320	-2.97
$γ_{7}$	0.1644	3.60
$γ_{8}$	-0.0966	-2.63

V-Lab

CS Group SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CS Group SA Analyses