CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.8939	2.58
$α$	0.3332	2.46
$β$	0.0835	0.42
$γ_{1}$	33.6245	4.14
$γ_{2}$	-40.1304	-3.55
$γ_{3}$	0.9924	0.14
$γ_{4}$	15.8788	2.19
$γ_{5}$	-22.0360	-3.08
$γ_{6}$	24.1626	2.36

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Pherecydes Pharma Sa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pherecydes Pharma Sa Analyses