CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.5913	2.36
$α$	0.3900	7.40
$β$	0.5865	13.57
$γ_{1}$	1.1667	1.57
$γ_{2}$	-1.7021	-1.67
$γ_{3}$	1.6517	2.43
$γ_{4}$	-2.0672	-2.43
$γ_{5}$	1.0356	0.73
$γ_{6}$	-0.5216	-0.24
$γ_{7}$	1.5051	0.63
$γ_{8}$	-1.6197	-0.86
$γ_{9}$	0.6030	0.44

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Espirito Santo Financial Group S.A. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Espirito Santo Financial Group S.A. Analyses