CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.2001	1.92
$α$	0.4019	7.69
$β$	0.5915	11.20
$γ_{1}$	-0.3042	-0.23
$γ_{2}$	0.1290	0.06
$γ_{3}$	-1.0840	-0.58
$γ_{4}$	3.4798	2.39
$γ_{5}$	-5.9896	-5.35
$γ_{6}$	8.2052	8.59
$γ_{7}$	-6.2784	-8.63

V-Lab

SuperSonic Imagine SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SuperSonic Imagine SA Analyses