CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8866	2.94
$α$	0.1172	5.33
$β$	0.7979	18.76
$γ_{1}$	1.8276	0.92
$γ_{2}$	-3.2563	-1.08
$γ_{3}$	1.1316	0.63
$γ_{4}$	0.8520	0.66
$γ_{5}$	0.0738	0.05
$γ_{6}$	-0.6940	-0.39
$γ_{7}$	-0.4563	-0.23
$γ_{8}$	-0.3565	-0.19
$γ_{9}$	3.8648	1.51
$γ_{10}$	-14.6486	-3.33

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Oncodesign Services SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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