CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.7713	6.17
$α$	0.3042	7.47
$β$	0.4464	9.30
$γ_{1}$	0.0920	3.58
$γ_{2}$	-0.1250	-3.27
$γ_{3}$	0.0501	2.04
$γ_{4}$	-0.0211	-0.77
$γ_{5}$	0.0124	0.26

V-Lab

Fonciere de Paris SIIC 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