CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9367	2.16
$α$	0.2605	5.51
$β$	0.6960	9.69
$γ_{1}$	0.2530	0.21
$γ_{2}$	-2.0626	-1.10
$γ_{3}$	5.5876	2.38

V-Lab

Greenvolt Energias Renovav Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Greenvolt Energias Renovav Analyses