CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7279	1.90
$α$	0.1983	5.14
$β$	0.7512	20.02
$γ_{1}$	-0.6066	-1.39
$γ_{2}$	0.9420	1.57
$γ_{3}$	-0.6612	-2.07
$γ_{4}$	0.3676	1.07
$γ_{5}$	-0.0448	-0.13
$γ_{6}$	0.0115	0.05
$γ_{7}$	0.2579	0.93
$γ_{8}$	-0.5426	-1.55
$γ_{9}$	0.3755	1.18

V-Lab

Fonciere Developpement Logements SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fonciere Developpement Logements SA Analyses