CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7419	2.27
$α$	0.1020	8.12
$β$	0.8754	38.82
$γ_{1}$	-0.0458	-0.47
$γ_{2}$	0.1068	0.82
$γ_{3}$	-0.0820	-1.26
$γ_{4}$	-0.0318	-0.53
$γ_{5}$	0.1185	2.00
$γ_{6}$	-0.1747	-2.36
$γ_{7}$	0.2600	2.14
$γ_{8}$	-0.3982	-2.31

V-Lab

Altran Technologies SAS Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Altran Technologies SAS Analyses