CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8205	6.15
$α$	0.1320	6.63
$β$	0.7994	22.15
$γ_{1}$	-0.0188	-0.29
$γ_{2}$	0.0075	0.07
$γ_{3}$	-0.0133	-0.14
$γ_{4}$	0.0819	0.78
$γ_{5}$	-0.1439	-1.49
$γ_{6}$	0.1973	2.15
$γ_{7}$	-0.1678	-2.83

V-Lab

SIIC de Paris SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SIIC de Paris SA Analyses