CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8616	1.84
$α$	0.1713	4.73
$β$	0.7056	13.29
$γ_{1}$	0.4736	0.27
$γ_{2}$	-0.3339	-0.13
$γ_{3}$	-0.5311	-0.30
$γ_{4}$	0.6495	0.45
$γ_{5}$	0.4375	0.44
$γ_{6}$	-1.6264	-1.51
$γ_{7}$	0.9856	0.93
$γ_{8}$	0.2207	0.26
$γ_{9}$	-0.5826	-0.76
$γ_{10}$	3.4762	2.53

V-Lab

McPhy Energy SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McPhy Energy SA Analyses