CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8765	1.55
$α$	0.1060	3.87
$β$	0.8433	18.14
$γ_{1}$	0.5368	0.27
$γ_{2}$	-0.4340	-0.14
$γ_{3}$	-0.5228	-0.23
$γ_{4}$	0.5521	0.30
$γ_{5}$	0.9722	0.82
$γ_{6}$	-2.5111	-1.94
$γ_{7}$	1.9085	1.39
$γ_{8}$	-0.9315	-0.83
$γ_{9}$	1.7089	1.62
$γ_{10}$	-2.1692	-2.49

V-Lab

McPhy Energy SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McPhy Energy SA Analyses