CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9482	2.62
$α$	0.0631	3.14
$β$	0.8188	9.30
$γ_{1}$	-0.0375	-0.20
$γ_{2}$	-0.2342	-0.95
$γ_{3}$	0.5395	4.03
$γ_{4}$	-0.2781	-2.22
$γ_{5}$	-0.2152	-1.51
$γ_{6}$	0.5931	4.20
$γ_{7}$	-0.5590	-4.72

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Philly Shipyard Asa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Philly Shipyard Asa Analyses