EURO STOXX 50 Volatility Index

CBOE Emerging Market Markets Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0992	3.75
$α$	0.1001	26.81
$β$	0.8951	166.27
$γ$	0.2390	8.14
$δ$	1.9814	22.16

V-Lab

Cyprus Popular Bank PCL APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cyprus Popular Bank PCL Analyses