CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8096	4.91
$α$	0.1077	2.99
$β$	0.7618	11.39
$γ_{1}$	-0.0801	-0.55
$γ_{2}$	0.0180	0.09
$γ_{3}$	0.0873	0.82
$γ_{4}$	0.0078	0.08
$γ_{5}$	0.0082	0.05
$γ_{6}$	-1.1333	-2.36

V-Lab

Gemalto NV Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gemalto NV Analyses