CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.7397	11.55
$α$	0.2736	9.63
$β$	0.3770	12.55
$γ$	0.1998	0.98

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Pherecydes Pharma Sa AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pherecydes Pharma Sa Analyses