CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5797	5.52
$α$	0.1337	6.03
$β$	0.8392	43.55
$γ_{1}$	0.0241	2.71
$γ_{2}$	-0.0425	-3.11
$γ_{3}$	0.0284	3.39

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CNP Assurances Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CNP Assurances Analyses