CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5968	8.34
$α$	0.3835	11.46
$β$	0.7248	21.60
$γ$	-0.0464	-1.84

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Pherecydes Pharma Sa EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pherecydes Pharma Sa Analyses