CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.9763	2.54
$α$	0.3509	2.51
$β$	0.1500	0.71
$γ_{1}$	33.8674	4.04
$γ_{2}$	-40.5048	-3.46
$γ_{3}$	1.2518	0.17
$γ_{4}$	14.8571	2.03
$γ_{5}$	-18.1340	-2.79
$γ_{6}$	11.8542	2.42

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Pherecydes Pharma Sa Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pherecydes Pharma Sa Analyses