CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6197	3.27
$α$	0.1043	4.07
$β$	0.8371	23.27
$γ_{1}$	-0.9342	-3.00
$γ_{2}$	1.6558	3.23
$γ_{3}$	-1.3226	-3.01
$γ_{4}$	0.8459	2.02
$γ_{5}$	-0.1880	-0.57
$γ_{6}$	-0.2212	-0.50
$γ_{7}$	0.4320	0.76
$γ_{8}$	-0.1985	-0.28

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Cpl Resources plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cpl Resources plc Analyses