CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3053	10.11
$α$	0.1361	8.53
$β$	0.7153	22.97
$γ_{1}$	-0.0317	-4.03
$γ_{2}$	0.0584	4.74
$γ_{3}$	-0.0502	-4.99
$γ_{4}$	0.0513	4.30
$γ_{5}$	-0.0544	-2.82

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Societe Fonciere Lyonnaise SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Societe Fonciere Lyonnaise SA Analyses