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
$ω$	1.1549	4.88
$α$	0.2968	5.00
$β$	0.4922	9.17
$γ_{1}$	0.3541	0.70
$γ_{2}$	-0.8571	-1.08
$γ_{3}$	0.9076	1.47
$γ_{4}$	-0.4989	-0.84
$γ_{5}$	0.4864	0.81
$γ_{6}$	-1.3635	-2.14
$γ_{7}$	1.4730	2.52
$γ_{8}$	-0.2088	-0.35
$γ_{9}$	-1.2455	-2.57
$γ_{10}$	1.6499	6.02

V-Lab

Tarkett SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tarkett SA Analyses