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
$ω$	0.4683	4.58
$α$	0.1745	1.88
$β$	0.0000	0.00
$γ_{1}$	-303.4592	-4.26
$γ_{2}$	411.0669	3.68
$γ_{3}$	-185.4539	-1.80
$γ_{4}$	54.4153	0.43
$γ_{5}$	58.5857	0.48
$γ_{6}$	77.3468	0.65
$γ_{7}$	-265.2631	-2.26
$γ_{8}$	286.6070	2.49
$γ_{9}$	-190.4097	-2.15

V-Lab

Gabelli Value For Italy S.P.A. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gabelli Value For Italy S.P.A. Analyses