CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.1266	5.16
$α$	0.2151	6.94
$β$	0.6223	13.35
$γ_{1}$	0.3638	4.02
$γ_{2}$	-0.4492	-3.17
$γ_{3}$	0.1164	0.99
$γ_{4}$	-0.1010	-0.91
$γ_{5}$	0.1342	1.40
$γ_{6}$	-0.0221	-0.28
$γ_{7}$	-0.2386	-2.04

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Falck Renewables S.p.A. Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Falck Renewables S.p.A. Analyses