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
$ω$	1.6797	3.50
$α$	0.1099	2.63
$β$	0.4053	1.48
$γ_{1}$	82.0581	4.16
$γ_{2}$	-109.2609	-3.22
$γ_{3}$	25.2766	0.81
$γ_{4}$	0.6236	0.02
$γ_{5}$	13.7946	0.62
$γ_{6}$	-2.3686	-0.12
$γ_{7}$	-42.2878	-1.69
$γ_{8}$	48.6824	1.61
$γ_{9}$	-12.2496	-0.47
$γ_{10}$	-37.8769	-1.14

V-Lab

Viadeo SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Viadeo SA Analyses