CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.7614	6.16
$α$	0.3052	7.44
$β$	0.4444	9.18
$γ_{1}$	0.0909	3.54
$γ_{2}$	-0.1229	-3.22
$γ_{3}$	0.0477	1.99
$γ_{4}$	-0.0170	-0.76
$γ_{5}$	0.0033	0.16

V-Lab

Fonciere de Paris SIIC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fonciere de Paris SIIC Analyses