CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9856	3.62
$α$	0.0977	8.53
$β$	0.8907	53.97
$γ_{1}$	0.0361	1.29
$γ_{2}$	-0.0525	-1.22
$γ_{3}$	0.0101	0.31
$γ_{4}$	-0.0042	-0.13
$γ_{5}$	0.0248	0.97

V-Lab

Altran Technologies SAS Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Altran Technologies SAS Analyses