CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8016	6.04
$α$	0.1274	6.32
$β$	0.8057	21.75
$γ_{1}$	-0.0288	-0.45
$γ_{2}$	0.0258	0.24
$γ_{3}$	-0.0338	-0.34
$γ_{4}$	0.1151	1.09
$γ_{5}$	-0.2065	-2.12
$γ_{6}$	0.3301	3.27
$γ_{7}$	-0.4959	-3.97

V-Lab

SIIC de Paris SA 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