CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.9183	29,183,400.00
$α$	0.8035	8,034,750.00
$β$	0.1697	1,696,520.00
$γ_{1}$	-137.0920	-1,370,920,000.00
$γ_{2}$	250.1582	2,501,582,000.00
$γ_{3}$	-624.2035	-6,242,035,000.00
$γ_{4}$	970.9225	9,709,225,000.00
$γ_{5}$	-8.3738	-83,737,530.00
$γ_{6}$	-912.4381	-9,124,381,000.00
$γ_{7}$	198.5443	1,985,443,000.00
$γ_{8}$	2,024.6790	20,246,790,000.00
$γ_{9}$	-5,327.9640	-53,279,640,000.00
$γ_{10}$	-7,449.8780	-74,498,780,000.00

V-Lab

Essilorluxottica Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Essilorluxottica Analyses