CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6484	1.57
$α$	0.2504	3.92
$β$	0.6780	14.06
$γ_{1}$	-0.6508	-1.67
$γ_{2}$	1.1480	2.07
$γ_{3}$	-0.7652	-2.28
$γ_{4}$	0.1860	0.60
$γ_{5}$	0.0711	0.15

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Montagne & Neige Developpement SACA 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