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
$ω$	2.1441	5.24
$α$	0.2429	4.93
$β$	0.3611	5.91
$γ_{1}$	1.1626	2.96
$γ_{2}$	-1.2163	-2.15
$γ_{3}$	-0.6283	-1.72
$γ_{4}$	1.5804	3.86
$γ_{5}$	-1.5455	-3.60
$γ_{6}$	0.2353	0.57
$γ_{7}$	1.3945	3.78
$γ_{8}$	-1.2477	-2.76
$γ_{9}$	0.2573	0.35
$γ_{10}$	-0.5188	-0.56

V-Lab

Parmalat SpA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Parmalat SpA Analyses