CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0517	6.02
$α$	0.1007	4.40
$β$	0.8389	26.99
$γ_{1}$	0.5313	2.89
$γ_{2}$	-1.0072	-3.36
$γ_{3}$	0.8789	3.88
$γ_{4}$	-0.7362	-3.80
$γ_{5}$	0.7097	3.54
$γ_{6}$	-0.7897	-3.30
$γ_{7}$	0.7946	2.79
$γ_{8}$	-0.5597	-1.41
$γ_{9}$	-1.4725	-1.78

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Electricite de France SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Electricite de France SA Analyses