CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2175	3.07
$α$	0.2117	6.69
$β$	0.7102	20.43
$γ_{1}$	-0.0827	-1.22
$γ_{2}$	0.1716	1.93
$γ_{3}$	-0.1710	-3.45
$γ_{4}$	0.1892	3.31
$γ_{5}$	-0.1725	-2.89
$γ_{6}$	0.0521	0.55

V-Lab

Banco Pastor SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Banco Pastor SA Analyses