CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6470	1.62
$α$	0.2538	3.96
$β$	0.6715	13.96
$γ_{1}$	-0.6378	-1.65
$γ_{2}$	1.1177	2.04
$γ_{3}$	-0.7174	-2.19
$γ_{4}$	0.0936	0.35
$γ_{5}$	0.2887	1.64

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Montagne & Neige Developpement SACA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Montagne & Neige Developpement SACA Analyses