CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7129	28.05
$α$	0.1956	32.63
$β$	0.6230	77.35
$γ$	0.6629	7.80

V-Lab

Iliad SA AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Iliad SA Analyses