CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9707	1.53
$α$	0.4410	5.25
$β$	0.5526	6.56
$γ_{1}$	-1.8994	-0.41
$γ_{2}$	2.5787	0.35
$γ_{3}$	-1.9317	-0.43
$γ_{4}$	0.8199	0.33
$γ_{5}$	2.0176	1.24
$γ_{6}$	-1.6673	-0.73
$γ_{7}$	-5.9172	-1.73
$γ_{8}$	18.7950	5.70
$γ_{9}$	-30.4933	-9.36

V-Lab

SuperSonic Imagine SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SuperSonic Imagine SA Analyses