CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6727	5.59
$α$	0.0996	5.85
$β$	0.8441	35.71
$γ_{1}$	0.1754	1.50
$γ_{2}$	-0.2525	-1.28
$γ_{3}$	0.1612	1.10
$γ_{4}$	-0.1832	-1.79
$γ_{5}$	0.0568	0.76
$γ_{6}$	0.1811	2.41
$γ_{7}$	-0.2255	-2.50
$γ_{8}$	0.1321	1.16
$γ_{9}$	-0.5553	-4.10

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Alcatel-Lucent SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alcatel-Lucent SA Analyses