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
$ω$	1.0652	5.31
$α$	0.2761	5.12
$β$	0.4805	8.13
$γ_{1}$	0.0212	0.08
$γ_{2}$	-0.2230	-0.55
$γ_{3}$	0.4940	1.61
$γ_{4}$	-0.2412	-0.71
$γ_{5}$	-0.6126	-1.51
$γ_{6}$	1.0081	2.82
$γ_{7}$	-0.5190	-1.61
$γ_{8}$	-1.2763	-1.95

V-Lab

Tarkett SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tarkett SA Analyses