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
$ω$	2.1213	5.25
$α$	0.2367	5.16
$β$	0.3621	5.83
$γ_{1}$	1.1514	2.95
$γ_{2}$	-1.2048	-2.14
$γ_{3}$	-0.6232	-1.72
$γ_{4}$	1.5686	3.87
$γ_{5}$	-1.5388	-3.63
$γ_{6}$	0.2486	0.61
$γ_{7}$	1.3443	3.78
$γ_{8}$	-1.1311	-2.90
$γ_{9}$	-0.0227	-0.04
$γ_{10}$	0.2852	0.60

V-Lab

Parmalat SpA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Parmalat SpA Analyses