CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0673	2.02
$α$	0.1800	8.82
$β$	0.8049	41.10
$γ_{1}$	-0.3120	-1.73
$γ_{2}$	0.5378	2.13
$γ_{3}$	-0.3221	-2.23
$γ_{4}$	0.1227	0.93
$γ_{5}$	-0.0492	-0.34
$γ_{6}$	0.0897	0.51
$γ_{7}$	-0.3820	-1.95
$γ_{8}$	0.5638	3.59

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Societa Cattolica di Assicurazioni SCRL Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Societa Cattolica di Assicurazioni SCRL Analyses