CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5388	2.76
$α$	0.2730	7.91
$β$	0.5924	15.08
$γ_{1}$	0.1834	0.79
$γ_{2}$	-0.3124	-0.92
$γ_{3}$	0.3319	1.30
$γ_{4}$	-0.2070	-0.89
$γ_{5}$	0.0491	0.21
$γ_{6}$	-0.3133	-1.49
$γ_{7}$	0.5002	2.62
$γ_{8}$	-0.5438	-2.66
$γ_{9}$	0.7540	3.24
$γ_{10}$	-1.2322	-3.89

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TAS Tecnologia Avanzata dei Sistemi S.p.A. Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TAS Tecnologia Avanzata dei Sistemi S.p.A. Analyses