CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6589	7.00
$α$	0.1079	3.43
$β$	0.7956	14.27
$γ_{1}$	-0.5285	-3.26
$γ_{2}$	0.6787	2.59
$γ_{3}$	-0.2297	-0.66

V-Lab

Enel Green Power SpA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Enel Green Power SpA Analyses