CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4865	2.05
$α$	0.0623	4.02
$β$	0.8743	24.52
$γ_{1}$	-0.1454	-0.25
$γ_{2}$	0.2293	0.26
$γ_{3}$	-0.3519	-0.71
$γ_{4}$	0.7097	2.64
$γ_{5}$	-0.6752	-4.28
$γ_{6}$	0.0468	0.27
$γ_{7}$	0.5992	3.10
$γ_{8}$	-0.8736	-4.90
$γ_{9}$	0.8941	4.97
$γ_{10}$	-0.6650	-1.63

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Ovoca Bio plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ovoca Bio plc Analyses