CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	12.5163	2.83
$α$	0.8264	519.08
$β$	0.1730	99.31
$γ_{1}$	1.7965	1.27
$γ_{2}$	-3.2603	-1.44
$γ_{3}$	2.5616	1.60
$γ_{4}$	-1.6428	-1.15
$γ_{5}$	0.2460	0.16
$γ_{6}$	0.4317	0.30
$γ_{7}$	-1.3230	-0.78
$γ_{8}$	5.4451	1.67
$γ_{9}$	-95.1599	-19.05
$γ_{10}$	177.9791	44.86

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Enertime Sa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Enertime Sa Analyses