CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9325	5.53
$α$	0.1043	7.39
$β$	0.8112	29.68
$γ_{1}$	-0.0052	-0.22
$γ_{2}$	-0.0284	-0.84
$γ_{3}$	0.0813	4.26
$γ_{4}$	-0.0713	-4.16
$γ_{5}$	0.0245	1.13
$γ_{6}$	0.0242	0.65

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ASTM S.p.A. Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ASTM S.p.A. Analyses