CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0591	3.05
$α$	0.1675	2.75
$β$	0.6865	11.21
$γ_{1}$	4.8108	1.79
$γ_{2}$	-6.7753	-1.81
$γ_{3}$	2.8480	1.15
$γ_{4}$	-2.0937	-0.79
$γ_{5}$	1.7225	0.67
$γ_{6}$	0.1973	0.06
$γ_{7}$	-3.1593	-0.71
$γ_{8}$	6.6970	1.56
$γ_{9}$	-15.3877	-3.54
$γ_{10}$	31.9428	4.64

V-Lab

Neoen SAS Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Neoen SAS Analyses